Sound files contain information in a certain format that will be translated into sounds. Graphics files contain information in a certain format that will be translated into pictures. There are many formats for each of these groups. There is even a file format called MPEG that stores motion pictures. A word processing program creates text files, or opens one that already exists and allows the user to edit it.
Sound programs do the same for sound files and graphics programs do the same for graphics files.
There are many different graphic file formats. When a client connects to the server and requests a file, the server tries to send the file to the client. That is what a file server does, it serves files to clients that request them. When your computer is connected to the Internet, you may decide to have it communicate with a particular computer on the Internet and request that computer to send you a file. This is the essence of what is occurring all day long on the Internet.