Everything you see on a computer screen has at its source a file. Pictures are different types of files.
Sounds are also files, as are video images.
Normally, you can only look at and use the files which are present on your computer. Such a group of connected computers is called a network. At any given time there are millions of computers all hooked up together. The files are exchanged along the connection cables - often nothing more than telephone lines. So you can sit and look at files which have been sent to you from other computers anywhere in the world.