You need to make a purchase for each invoice you get from a supplier, but there are several routes that all end up doing the same thing.
If you tag a bank transaction as “payment to a supplier” it will first see if there are any existing unpaid purchases for the amount of that transaction. If there are then you can select one and it’ll link the payment to that purchase. If there aren’t any that match exactly you can choose to create a new purchase there and then, or you can “pay down multiple invoices” to either allocate the payment to several different purchases (e.g. if you pay a whole month of purchases from one supplier in a single payment) or hold it as a prepayment on the supplier account to set against future purchases.
In a similar way the receipt hub can either link receipts to existing purchases that you created earlier by bank tagging, or it can create new purchases that you will later link to payments via the bank.
It also has a third convenience option where you can create the purchase and the payment together, my recommendation is that you only use this option for payments by cash or similar, and don’t do this for purchases that will be paid from a bank account that has an automated feed.