I think most of your confusion is because you don't completely understand the difference between a protocol and a programming language.

Here on perlmonks you will find many examples of Perl which don't use CGI. If you google 'CGI bash' or 'CGI BAT', you'll also find examples of CGI which don't use Perl.

Another possible way to get the concepts clear in your head is to try using HTTP without a browser. Run telnet google.com 80 then type GET / and see what happens.

If all else fails, just start using the language and the protocol, and come back when you have a more specific question.