It travels through several network elements, which could be considered servers. All I was saying is that the servers that are listed in the application have nothing to do with where your upload or download travels through from your phone. So to answer the question yes when you download or upload something it goes through some sort of server, but not the ones that are listed in the application.
The servers the application uses are hosting a service that allows a download and an upload so that you can measure the speed as to which those files were transferred.
So for example, lets say that you use a server that is listed in the application in Chicago, IL... and you receive a speed of 1 Mb/sec. Then if you go to a website that is hosted in a server somewhere in the Chicago area your speed might be similar to the one that the application showed, since it more than likely would travel through a similar route as to the server listed in the application.
The confusion here is because you are making the association that the servers listed have anything to do with where your uploads/downloads go to, which they do not.
Bottom line

: You really need to find a server in the application that is nearest to you and not busy to have the application show you the theoretical maximum speed which the file can be transferred through the 3G network area you are connected to at the time.