Stock Trading and Other Things

How does a website related to stock exchange works?

I need help, bit in detail though shorter the better.
I would like to know how these websites related to stock exchange work?
Do they connect to stock exchange server directly or there is some other way?

Public Comments

1. The stock exchange connects to stock exchange and that is not over the internet.. Internet is public and unsafe for the stock exchange.

I'm not sure but that's a viable idea.