There's usually more than one way to get anywhere. The same should be true with many experiencesat least informing experiences, as opposed to entertaining ones. Entertainment experiences like stories or other narratives tend to be one-way only because the story is told from a particular and deliberate point of view.
If possible, you should offer your audience several different ways to navigate the experience and this tends to be fairly easy with digital media. Even non-digital experiences, like books, can be more navigable with a bit of innovative thinking. Concepts like "links" or "jump words" can work just as well in print (though they're often more difficult to implement and much more difficult to maintain and updateif at all) as they can online or on CD-ROMs. There are several examples of innovative books that try to link information through the book by concept and relation. Indexes and directories are other, established ways of navigating static media and work just as well in digital experiences. Likewise, tables of content are merely another form of navigation already common to print media and accepted by audiences.
Many websites have a "site map" that, supposedly, is a visual way of seeing the entire site on one page. Of course, these are usually difficult to maintainespecially for larger, dynamic sitesso these "maps" are nothing more than lists (in other words, indexes). To compound the problem, many Web developers only put high-level links in these maps so that the index is only slightly more useful than the horizontal navigation throughout the site. The trick to making a useful site map is to organize as much of a site's content in one place and present it as clearly as possible.
Other forms of navigation use any kind of map or chart as a navigable presentation of a data set, when appropriate. Sometimes, these can orient people more easily than simple lists.