Can Arduino execute webserver and make measurements at the same time?
Not at the very same time, it will be done in sequence but it is (normally) fast enough to handle both as such a project is made many times. Note that the Arduino webserver cannot handle a load comparable to a PC based or dedicated webserver. It handles one request at a time.
Start with running the tutorial examples from the arduino.cc site as they are a good sptarting proint for your project.
Can you tell more about the sensors you intend to use and the amount of them?
My doubt is arisen when i have read "Arduino Ethernet Shield supports up to four simultaneous socket connections". How is it possibile? Has it a buffer for socket connection and serve them one by one?
We think to use a multiplexer for reading 8 measures.
It's sure that i will use a PC based webserver that communicates with Arduino but is it possible that it loses a command if it's busy?