Each link specifies the URL of another web page to be retrieved and displayed in your browser. Request is routed through the Internet to the appropriate web server. Web page is passed through the Internet back to the appropriate client. Server sends the requested web page back to the client. Browser requests additional items.
Request is passed through the web to the appropriate server.
Server retrieves the requested items. User sees the complete requested web page. Items are passed back through the Internet to the appropriate client. Server sends the requested items back to the client. As you can see, it can take significant time to retrieve and assemble a large web page such as one that contains many images.