Its not like that, You open Shaerpoint Central Administration, and could provision (create) web site. You need to follow hierarchy/architecture which is :
- Create Web application (root level application)
- Create Web site collection (to distinguish your site into multiple departments/categories like accounts, inventory, admin, … and to make administration easy)
- Create web site (like your site has wiki, document library web site, shopping cart).
Web application can contain multiple web site collection and web site collection can create multiple web sites in it. Web sites contains web pages/web parts.
for better understanding of this topic m gonna make last try 
consider www.microsoft.com as web application
www.microsoft.com/accounts
www.microsoft.com/HR
here accounts and HR are web site collections
www.microsoft.com/accounts/Reports
www.microsoft.com/HR/CRM
here Reports and CRM are web sites
www.microsoft.com/accounts/Reports/GeneralLedger.aspx ,,,,, www.microsoft.com/accounts/Reports/BalanceSheet.aspx
www.microsoft.com/HR/CRM/AddCustomer.aspx
here GeneralLedger.aspx, BalanceSheet.aspx and AddCustomer.aspx are web pages
i think, i did good job to clarify 
