The individual product page is called the "More Information" page. You can enter the information for this page in your upload file and check the box to automatically create the page when you publish the store.
Help on the fields can be found at
http://www.shopsite.com/help/10.1/en-US ... oduct.html
Information about uploading a tab delimited file containing your products can be found at
http://www.shopsite.com/help/10.1/en-US ... ields.html
Note both of those links are if you have a Pro level store. If you store is a Manager level replace the "pro" in the url with "mgr"
Note that having individual product pages is fine but you really need some kind of navigation to help people get around the 17,000 pages.