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.
It's actually quite simple. Wordpress's index page calls wp-blog-header.php. That file calls for other files, and those files call for other files. It goes on for some time until all the contents of the page are actually loaded.
The databases come in when you start thinking about having users. Obviously the user information is stored in the database. Beyond that, Wordpress keeps post titles, dates, and other information in the database for easy loading later on.
Comments are also stored in the database. Each comment is associated with a number, and in the database, just like the posts, the dates/times as well as the usernames associated with the comments are kept.
Further exploration in the actual Wordpress files will reveal a lot of interesting features.