I sometimes see pages on websites with the following extensions:
.stm, .shtml and .asp
Can someone tell me what these mean?
.asp is Active Server Pages - essentially the page that you view is dynamically created by a program running on the web server; most often there will be some sort of database content.
And .shtml is often some kind of server-side generated page. For example Apache frequently uses that extension to turn on SSI - Server Side Includes, and other parsing.
The actual contents of the file will in most (all?) cases be straight HTML.
If you look at this very URL, you will see that it ends in .php, which almost certainly means that it was created by a PHP script.