The internet is a collection of a large number of client-server based systems. So all files and other resources on it are stored on secondary storage devices of the respective servers. Servers of websites are termed as web servers. So when you type in a URL of a website in the address bar of your browser, it makes a connection to that web server which in turn fetches the data from the secondary storage device (such as the hard disk) that they must be using and returns it to the respective browser. The same holds true for any other resource (image, MP3 file, zipped file, etc.) that you access on the internet.