Files found on the WWW should be acknowledged and cited like any other information. Always cite the version you used as there is no guarantee that they are exactly the same. As electronic publishing is quickly growing and changing, the recommendations on citation format are also developing. These examples are based on the MLA Handbook 5th edition. One important difference in citing WWW sources is that page numbers are not used in the body of a paper.
Electronic articles are one file and therefore one page.
Links to additional files are also each just one page. Electronically stored information is mutable. It is also ephemeral and may be here today and gone tomorrow, or it may move to another server at a new location. Take care to get the complete information needed for your citation. It may be several different files such as the journal title page and the article itself which may have several files.