I agree with PaulS, the web server is a sketch running on Arduino that can accept connections from clients (up to 4 concurrent connections with ethernet shield) and serve both dynamic pages (i.e. pages whose content is assembled at runtime) and static pages taken from SD card file system. Many good examples exist on the internet.
If you have low workload, Arduino UNO, the Ethernet shield and the Ethernet library are perfect: you can put whatever content in your pages, including jQuery.js, and send everything from SD to clients. I only found some problems in file upload (i.e. transfer files from clients to the SD card) and frequent AJAX requests, so i developed my own web server and low level library in the attempt of overcoming such problems (you can refer to http://forum.arduino.cc/index.php?topic=203450.0), but my library only works on MEGA, not on UNO.