Using Wget as client on same machine as Server

I have written a web server in java which contains a folder www,inside which is an html file.I use wget(as a client) on my same machine(which has my web server running) and try to download HTML file from that web server. Wget is a tool used to download resources from web server using http protocol. But here I downloaded the resource from same machine but different address space.I mean ,isnt it suppose to happen over a physical layer using http?I want to know how this process is taking place. Can you explain how?