when I type wget http://yahoo.com:80 on unix shell. Can some one explain me what exactly happens from entering the command to reaching the yahoo server. Thank you very much in advance.
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RFC provide you with all the details you need and are not tied to a tool or OS.
Wget uses in your case HTTP, which bases on TCP, which in turn uses IP, then it depends on what you use, most of the time you will encounter Ethernet frames.
In order to understand what happens, I urge you to install Wireshark and have a look at the dissected frames, you will get an overview of what data belongs to which network layer. That is the most easy way to visualize and learn what happens. Beside this if you really like (irony) funny documents (/irony) have a look at the corresponding RFCs HTTP: 2616 for example, for the others have a look at the external links at the bottom of the wikipedia articles.