To more easily illustrate my point, we’re going to call our server Steve. Steve is a mastermind operator behind your website. Think of the old time telephone operators – but note, Steve is alone with your entire website of information.
When people dial up your website (though not LITERALLY anymore – but you get my drift), it’s like a phone call to the Steve, who responds by sending all of the appropriate information along to the user. When they click to a new page, he transfers the call and connects them with the information there.