Trying to understand how server and browser handles events

Hello,

I was trying to understand how ASP.net handles events.  
First off, I don't actually know how to ask this question since I have no idea how this things works.

When creating a page that utilizes javascript and ASP.net I realized that ASP.net handles events different than something like javascript would (obviously).  I understand that Javascript handles events and arguments on the client-side, but I do not know when and how ASP.net handles the events and arguments.

An example of what I am trying to understand is; when I user press a button that runs the function on the code behind, why does the page has to reload?  Is the server executing the function?

I was also interested in learning more about Sessions (cookies).  When a sessions created is it been stored on the browser or the server?


I appreciate any help.  If anyone knows of a article I can read it would help me a lot.

Thank you,

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Jonathas