How the chat and notification based platform update the content and show notification

I remember myself while learning php creating a messenger clone to simply send, receive and reply to messages. Although I was successful on that but I now knew I was doing the expensive way. I was refreshing the messaging container every 2 second and the new message would load.Something like:

1) load the page
2) perform message reading in backed from php
3) show the content and apply style
3) refresh.(not the whole page) but some container like iframe. But it was div container
4) goto step 2

Now I came to know that this is not effective because refreshing makes the same data to be transferred multiple time. Can you Explain what is the right way to do so