Basically, nostr is a protocol to exchange information in a decentralised and uncensored way. This information is stored in Relays ( are like distributed servers, you can run one in your home if you want). Your application (the client), in this case Damus, connects to the relays you want and collects people's posts from there. It doesn't matter which client you use because the information is in the relays not on the clients.

I recommend the following link, I think it's pretty well documented: https://nostr.com/the-protocol