Basically, web-site is a list of files those are connected with each other and can be downloading though the Internet. Most of visual information in web sites is represented in HTML format. We usually call them web pages. HTML files contain link to other HTML files (pages), to graphic files, displayed on the same page etc.
And so, to download a web site, you have to download start page, then parse it (find links to other files), download found files. If there are other web pages among downloaded files, parse them, download new files...and so on.
SXBandMaster can parse HTML (e.g <A HREF="newpage.html">), JavaScript (e.g. window.open('popup.html'); ) and CSS-interpreter will be available soon.