Linked Data is a set of best practices for publishing and linking structured data on the web. Linked Data, developing in the context of the Web of Data, is part of Tim Berners-Lee's vision for the realization of a Semantic Web. The Web of Data has already begun to develop through the publication of Datasets on the Web, based on the "Principles of Linked Data". The ultimate goal of the Linked Data movement is to integrate data published on the Web and increase its reusability in unexpected ways in the future. The main objective of this paper is to present an overview of the Web of Data through the brief reference to the published Datasets of the Linking Open Data Project. In this way, the global trend of developing an Interconnected Data Web based on the established standards and principles defined by the World Wide Web Consortium is projected. In addition, the DBpedia Program Dataset, which was created by extracting information from the Wikipedia encyclopedia, is presented as the core of the Web of Data. An attempt is made to test the information retrieval capabilities offered by the DBpedia program in its Knowledge Base, by submitting indicative queries using the SPARQL language. Also highlighted are the key weaknesses of the DBpedia Dataset in effectively retrieving the requested information.