In this thread, for example, you'll find examples of how to retrieve stock quotes.
Unlike VBA in Excel, AppleScript is not directly integrated into Numbers. It can script many different apps on your Mac. It's initiated externally, often via Script Editor (in your Applications > Utilities folder), from a script menu, or via an Automator Service (where it appears in your Numbers > Services menu). But it can extend the functionality of Numbers in ways similar to what VBA can do for Excel.
If you're not after stock quotes, but want to get something else from the web for Numbers, then you might post specifics.
SG