When a chatbot uses a remote model, your message leaves your device, reaches a service and returns as a response. The time depends on the network, service load and work being done; it is not always a second or two.
Some AI runs on the device, and some products combine local and remote processing. Check the actual feature before assuming where information goes. This lesson follows a remote web service as a useful example.
The internet connects networks through physical links, including fibre, copper and radio. A phone might use Wi-Fi or mobile data; a computer might use Ethernet. A request can pass through several networks and services along the way.