That includes the pictures, the keystrokes that make up the text, and all of the underlying instructions that tell the browser how to display it all. This transaction between the client and server computers happens as quickly as possible. You don't reconnect to that site and that server until you click on a link to open another page. Listening to sound files this way was frustrating at best. In order to listen to a song or view a video file, you had to download the whole file before playing it.
Media files are usually quite large.
You wouldn't be likely to repeat the experience. The technology behind it cut down on the size of files by compressing the audio or video. These files also were broken up into much smaller pieces, which could be sent one after the other from the server to the client. Your computer plays the first part while the third part is being downloaded, plays the second part while the fourth part is downloaded, without you even noticing. If you don't like what you are hearing, you know it right away.