Each magazine has its own guidelines. But, yes, many magazines will not buy a story you have given away for free on your web page. What makes writers' groups different is that their membership is limited, and a person must join the writers' group in order to read the story.
A few things that every writer, both beginners and professionals, must take into account is that markets buy, at most, two or three percent of the stories they receive. That's all they have room to print. Even if a story is very good, they won't buy it if they don't have room to print it. And given a very good story by an unknown and an average story by Hugo or Nebula winner, they'll buy the story by the person whose name on the cover may sell magazines. And that's a good thing, because the name on the cover may sell an issue that has your story inside.