Before I start: I know this is a very broad question, but it is the best way I could phrase it, I have searched around a lot and can only seem to find generic explanations. I searched SO and didn't find much. I have also skimmed through some pages in the wordpress codex, and didn't find anything really useful.
I would like to create a simple database driven blog-style website, it will really only consist of stories (their title, date, content, etc), I just began teaching myself web development and my idea of how database driven websites work has proven to be completely wrong. I figured you would always need a file connecting to the database for each article, but the more I read I learn about mark up being generated on request, and so on, so the actual /year/month/day/article doesn't actually have to exist on the server, or that may be wrong, that is why I am here.
As I said I cannot find much on this topic that isn't a generic graphic of a server interacting with a web page. How does one go about creating a database driven website of this style? Are the files/directories not actually on the server but only created on a case by case basis as someone requests it? If so, then why can you type out a complete url and it be there with out throwing a 404? I have a lot of questions, really all I need is a strong explanation of how these sites work, code examples, and so on. Could someone explain how they work or point me to information (recommended articles, examples or books)?
EDIT: Please don't recommend a framework, I want to understand how these sites work and build one myself.