A typical HTTP transmission (in version 1.1) basically consists of two parts:
Header: These are text-based key-value pairs, in which various information about the actual transmission can be specified. Headers are set by both the server and the client. A nice overview of the available headers can be found on the Mozilla Developer Network MDN.
Body: The actual message is contained here. The type of message is specified in the header via the content type. As a rule, text-based formats are processed. Exceptions are PDF or Excel files.