Here is the skinny on the question, This is the Internet. The Internet is also called The World Wide Web.
The Internet is a system of many Computers that are inter connected at some point.
wikipedia History of the Internet.
Data, that is any information or numbers wich every Machine Language uses, data is tracked and harvested by many sub programs that exist on the Internet.
Send a Yahoo e.mail to a friend that is across the street. Then look at the reply. Open or View All Headers, you will see a bunch of numbers and stuff that don't really make much sense to a human, but in machine language, these codes mean that email 1 goes to Telephone line 1,Server (A) Cell Tower 2, Satellite 3, Server (b), Cell Tower 5, Cable line 6, then your computer and just about every other device on the Internet can access the e.mail that was sent across the street.
That is kinda TCP/IP 101 or 201 stuff but that is the basics of how it works, and every device that the data is sent through has a history or backup.
Far as physical access to that box in your house, look at windowssecrets.com, that is actually a Microsoft sponsored site.
CCleaner, as mentioned is one of the better utilities, but those are only as good as the last update.
You could always learn the CLI or Command Line Interface and do without any extra doo dads that actually just clutter the system up.