get the Google Chrome. Then go to View -> Developer -> Developer Tools. With the developer tools open, go to the tab "Network".
Now, with tha developer panel open. Go to the address bar of the browser and type something like http://csb.stanford.edu/class/public/pages/sykes_webdesign/05_simple.html
Then you can see all the files that the browser is requesting via HTTP.
As you can see, the HTTP response does not come with everything you see on the website. But the main page has references to images and CSS, then the browser parses this content and get the other items. A new HTTP request is make for each item [an image or a CSS file] of the webpage. Explore the tool and you will figure out how it works. Of couse... learn more about HTML.