Specifically, when I create a new question and it is titled "My question," in the url bar it is going to send me to something like: "https://stackoverflow.com/questions/My_question". Does this mean that a new file called "My question" was created or is this question placed in a database as an object and then displayed on a single template for all questions? Thank you.
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I don't know how the site technically works, but it's probably something like this:
Stack Overflow uses that question id you see in the URL (41493753 in this case), looks that number up in a database a loads all the detail information, there's not an actual file for every question in the server, it's probably more like a QuestionDetail template page that is filled dynamically.