These system files should be modified as the root user. So the nano commands should be prepended with sudo as:
It looks as if you've missed the step at A3 where you are told to 'sudo su' which means all subsequent commands will be executed as the superuser (root).
A Web server will simply server up 'documents' to client browsers. These documents might be html, when they will be rendered by the browser to give nice looking pages with which the user can interact, or might PDFs or Word docs, they need to be downloaded or display with additional browser plugins or helper applications. The documents may also be generated on the fly, as in CGI and the like, where the server system creates output for display in the browser.
The Raspberry-ness doesn't really matter, it will impose limits on how fast this sort of thing can be delivered and so on, so anything you read will have some relevance. The principal Raspberry feature is the GPIO and the physical computing side of things where, with a few electronic components you could deliver temperature/pressure measurement s (say) via the server. This is more accessible than with a standard desk/laptop system.