When you add features to your project via a nuget package, you’re just adding files to your project. It can be javascript files (like jQuery), DLLs that your project references (like Newtonsoft JSON), or a whole bunch of things (like Entity Framework or Owin/SignalR) — anything really.
The advantage of using the nuget package system is that it tracks it all for you. It notifies you if your added packages received an update, it removes the files and unreferences them if you take the package off your project. It handles all of that for you, so you don’t have to track the files that the nuget package added, place them in special folders, make sure they get copied in your builds, all that micromanaging stuff.