How to create a download distribution web server

I have an application idea in which part of the app includes downloadable features from a website. You go to my website and download (say, audio files), which will be imported into the application. I know how to send http requests in my application's code. My question is what is required on the web end to handle the received HTTP requests. If I have a website running, do I just set up a php file on my webserver, which the program would send HTTP requests to, to "react" to the http requests? I'm trying to make sense of how to handle http requests on my own end.

Basically, I have experience in SENDING http requests to a web service, but I have no experience on the web side for handling the SENT http requests.