A web page is a document that can be viewed using a web browser. Web browsers are programs that retrieve the html document that you wish to view and show it in a readable format based on the formatting tags that were used when writing the web page. The URL can be used to go directly to a particular page.
Most people follow links though.
A link is a reference to a URL for a particular page. Most web pages include links to other web pages that might interest a viewer. Sometimes they refer to related information, and sometimes the links take you to new and exciting places. Randomly following links to see where you end up is generally referred to as net-surfing. Although net-surfing can be very educational, it is discouraged during times of peak lab usage because it does not meet a specific educational goal and can get in the way of other students completing their course requirements.