The world wide Web of interconnected computers and other devices is called the internet.
All the devices communicate by sending electronic packages of data to each other. The data reaches you either over a wire (or optic cable) via wifi or via mobile data ie g3 or lte etc.
Data over Wifi is usually unlimited or include in a monthly service subscription. It is transmitted from wireless routers which have relatively short range and are often run by individuals with private passwords.
Mobile data is measured and charged for by your phone carrier according to your data plan. It is transmitted via radio masts run by your carrier.