Many web sites like Answerbank, Amazon, the BBC, Sky and so on are made up of many many files (as Buenchico) says.
So there will be text files, image files, video files, sound files, adverts and so on.
And note the EVERYTHING you look at on the internet is downloaded to your PC.
In fact some web sites are put together "on the fly", like the BBC, Sky or Amazon.
So when you look at the BBC or Sky web site it is pulling information from lots of different pages to "build" that one page that you see, and that one page may be made up of dozens of files, each of which is downloaded to your PC.
If you look at the BBC or Sky web site an hour later (when the news has changed) then different (more up to date) information is used to build that page, so the web page is ever changing.