Data on the web comes in the form of files. A web page is a text file written in a language called HTML. Other files can be images, sound files, animation files such as Flash, videos, PDF files etc.
When you browse a website, the HTML file is copied to your browser. The browser then renders the page into something viewable by human eyes.
Files are transferred around the web in packets. It can take a lot of packets to make up one file.
All data on the web or any computer is made up of lots of ones and zeros. Each one or zero is called a bit. A combination of eight bits makes a byte.