How does the sites like worthofweb.com work?

I am in learning phase so try to keep the answer simple. I am trying to create a site like worthofweb.com, but for a different purpose. In my site as well, I'll send and receive data from another site and will do the calculation with the acquired value.

How do they link to the site (send and receive data) of alexa.com and do all the calculation? And please do tell me how the refreshing and storing thing works on the website.