I'm making a little website with german and french content. Some of the documents display text correctly, even though all umlauts are written as äöü and not with codes. Other docs need the codes but I can't find the difference between the documents.
When trying to google for an answer, I can only find tons of code references but no explanation why some docs don't need them.
Any HTML document (or any text document for that matter) is encoded to a certain encoding - this is a mapping between the characters and the values representing them. Different encodings mean different characters.
Many pages use UTF-8 a Unicode encoding and they state so either in the HTTP header or in a Meta tag (Content-Type) on the page itself - such pages can use most characters directly.
You should read The Absolute Minimum Every Software Developer Absolutely, Positively Must Know About Unicode and Character Sets (No Excuses!).