An overview of the structure of the internet is in order.
Computers
Every website sits on a computer of some kind. These computers are known as servers. A server is usually a beefy computer that contains web serving software, and one or many websites.
Besides servers, there are also clients, which are just regular computers that are looking for websites. Clients don't have any websites on them; they're looking for servers to send them websites. The computer that you're using to read this is a client. The page that you're reading lives on a server.
Identifying Each Other
All the computers on the internet (servers and clients) are connected to each other, and transmit information to each other. Every computer gets a unique IP address, which identifies it while it's on the internet. An IP address consists of four numbers separated by periods, such as 148.105.22.103.
The internet also contains a number of DNS servers, or Domain Name Servers, whose sole purpose is to translate those numeric IP addresses into the text-based website domain names that we're all used to, like google.com and yahoo.com.
So, when you type "www.google.com" into Internet Explorer's address bar, your client first sends a message to a DNS server (the location of a DNS server is configured into Windows when you signed up with a particular Internet Service Provider, or ISP). That message essentially asks, "What is the IP address of the machine that has www.google.com?" The DNS server then responds with the appropriate IP address. Your computer then sends a message to that IP address, requesting the main webpage. The server at the other end finds the appropriate page on its end, and sends the webpage back to your client. Your client then displays the webpage.
How Web Pages Work
Every webpage is formatted using a language called HTML. HTML—which stands for HyperText Markup Language—is just a special set of formatting marks that places text and images on the screen.
Here's an example of some HTML. The first line is centered on the screen, while the word "that" is in bold.
<center>A Quote From Hamlet</>
To be, or not to be, <strong>that</strong> is the question.
Each website is made up of a bunch of HTML files. Simplistically, each webpage you visit—every time you click—is just a bunch of HTML formatting that places text, images, video, etc. on the window.
It's gotten much more complicated than that; programmers can embed special code in the HTML that does something special every time the page is requested. This code may read data from a database, or format and display a special type of file. For example, all the lessons on this website are displayed by one webpage which pulls in information from several different files on the server depending on the lesson requested.
Summary
So, quick review: the web's full of clients and servers. The clients request webpages from the servers (with DNS servers inbetween, translating domain names into IP addresses). Those webpages are made up of HTML formatting, which lays out all the text, images, etc. on the page.