In direct buying, you can just pay the amount stated as the price of the NFT and immediately buy it. In an auction, you will have to enter a bid price, and at the end of the auction, you will have to be the highest bidder to be eligible to win the NFT.
It is to be noted that even the option of buying has a certain time window after which you cannot buy the NFT. Once the auction ends, that particular item listed for bidding will not be available anymore.