the factory firmware of Uno WiFi (based on JeeLabs esp-link) has a webserver which handles the Web Panel. the /arduino/ part of url tels the webserver to route the request to atmega sketch. so simple.
Uno WiFi and Yun are very very different. Uno WiFi has esp8266 and Yun has a chip with Linux.
arduino.org team had the idea to make the atmega part on these boards similar but it wasn't a good idea in my opinion