Looking for some brief information on how to extract data from files on the web? If there are any tutorials or pieces that you know of, it would be great help.
There is a good piece here: https://blog.datazar.com/mastering-the-art-of-data-preparation-fea2074232fa#.iblmav7eq that goes over all components of data preperation. There is a specific portion of it devoted to data extraction from files, web sources and RDBMS sources using R.
Can you be just a tad more specific - what files are you extracting data from? What format are they? Are they data file already or are they text/pdf documents?
If you simply want to programmatically grab files off the web, I would suggest checking out cUrl: https://curl.haxx.se/ it is extremely handy for downloading pretty much anything from a url.