NMM takes care of all of this in the background, which really speeds up the modding process. If you do not use a mod manager you have to manually download and save your files to your hard-drive and then either manually extract files in the proper game directories, or use a mod manager to load the files. One of the major bonuses of using the Nexus Mod Manager (NMM) over manually installing your mods is that it makes it a lot easier for you to actually download and install mods off of the Nexus sites.