Think of an application server as a GUI engine that is connected to a remote display with applications running in the server dynamically creating the user interface and presenting the user interface in, for example, a browser. A web server is limited to presenting static (pre-designed) web pages and is consequently of little value or no value for designing GUI applications since a GUI typically changes the look and behavior when used by a client. Some web servers allow extensions such as CGI and other means for managing dynamic content. These extensions typically limit the GUI designer and make it time consuming and difficult to design GUI applications.
Try the online interactive application server tutorials running on a Virtual Private Server.