No, it won't. a web application is not like a Windows application: it doesn't run all the time waiting for the user to do something.
Page_Load occurs every time that the user does anything which "talk" to the server: it doesn't occur once and then never again until the user changes pages. Every time the user presses a button, Page_load is called.
And unless you preserve your information in cookies or the Session, it can and will be discarded whenever the server feels like it.
See here for starters: MSDN: ASP.NET Page Life Cycle Overview
And when you have grasped that, start looking at your BL code and seeing how much of that you need to do each time the user wants to do something. Most times, if your app is slow, it's because you are not "thinking right" and have loaded everything instead of considering what the user actually needs.