There is a lot of detail at each stage, but it is important for you to understand the overall picture.
To summarise the process:
You request a page.
In turn, Drupal:
- Separates the internal path from the full URL
- Bootstraps and initialises the database, sessions etc
- Maps the path to a callback function, which gets the primary content
- Modules can hook into the process and extend functionality and alter the content
- The Theme System generates the HTML and styles it.
- Drupal returns a fully formed HTML page to the browser
- The browser renders the HTML page for the user