Most Pagans regard Paganisms as "natural religion" rather than "revealed religion" (also known as a "religion of the book").
We tend to characterise Paganisms this way because we are used to the monotheistic idea that religions are revealed all at once (as in Islam or Christianity) and that their historical development is guided by their god.
However, revelation clearly does occur in Pagan religions, and quite frequently. There are many examples in mythology, and many contemporary Pagans have also had direct encounters with deities, wights, and spirits. These revelations are not, however, seen as part of a grand narrative, but as evidence of the continuing interest (some would say interference) of the gods and goddesses in the affairs of the earthly realm.