You're going to run into a lot of problems with Wordpress when trying to create that many pages/posts.
The Wordpress admin area sucks for managing large quantities of pages/posts - making bulk changes to that many pages is near impossible in Wordpress, the interface isn't designed for that. Even when using some of the plugins for bulk editing, they will error out on you when you're working with thousands of pages/posts. I'm trying to upload about 20k posts currently, on a shared hosting plan, and I can only do about 1000 at a time - otherwise it just clams up on me and only partially imports my spreadsheet, if at all.
There is a program, which has been shared on here, called WebHarvy, which can scrape Amazon - but it's really slow, and if a page takes too long to load during the process, it causes errors and you basically need to start all over.
Also, even if you could scrape all these products into Wordpress - how do you plan to manage them as they come and go? Products are constantly being added and removed from Amazon, running out of stock, changing in price, etc...
Amazon has a categorization of it's products known as "nodes". There are some plugins (and standalone scripts) out there which use these Amazon nodes to pull products into your web site on the fly, which may be a better option for you, especially since they update dynamically as well. Even then, though, I believe they can only pull in like the first 10 pages worth of products - due to some limitation with the Amazon APIs