The Internet is a packet-switched network. When you send or receive information it is broken up into packets, the packets are tagged with their source and destination and are sent out to the local router. The router reads the destination, decides which of its many connecting paths is the best path, and send the packet out to the next router. Eventually your packet reaches the router connected to the destination. That router sees that the address is locally attached and forwards the packet to the destination node. Each connection is made as needed and there is no continuous connection between the source and the destination.
IP, the Internet Protocol, specifies the contents of the packets.