At the most basic level, a website is served as HTML, HyperText Markup Language. Basically, it's the text you see on a website, surrounded by some tags that your browser understand. HTML tags just let the browser know if a section of text is a heading, or paragraph, or perhaps a list. Your browser have some defaults for how to display these different elements. For example, a <h1> element in HTML is a primary heading, which will be displayed with larger font than normal text.
Some websites are built around the "one-page" concept, with not a single page refresh. It might be suitable for some websites, but personally I prefer to keep the content on separate pages. It is easy for visitors to share direct links to content and bookmark specific pages.