In general, Web Application use a Client Server Architecture where browser can be used to see web pages. In server we can have both Client and server applications.
Client side Applications are those which will execute in client.
Server side Applications are those which will execute in server.

When Client requests Client Application stored in server then server(web server) creates a copy that client application and send back that copy to client through response.This is what is called downloading.

Generally we use HTML,Dynamic HTML,Scripting to develop client side applications and CG I,Java script ,ASP to develop server side applications.

But CG I,JavaScript ,ASP are only scripts that have many limitations.So languages that support developing Server side application have been developed.
The first language that completely support web applications is JAVA,later DOT NET was developed.
Web Application uses HTTP protocol to transfer HTML data.