The output of a usb radio like this is a set of IQ values which is the raw data from the ADC. The amount of values (samples) you get is device dependent and also limited by your interface. The RTL SDR 4 over usb can do up to 2.4-3.5MHz. The ADC on that device is 8 bit so you will get two 8 bit, IQ numbers per sample.

You can tune into remote SDR’s people set up to work with this data without having your own device or download recordings others have made.

It is this raw sample data that you then demodulate according to whatever scheme required on the PC side.

A great resource I found was pysdr.org. I had absolutely no background in RF and very little python experience but that guide explains everything from the ground up from how the IQ samples are physically generated and read in an antenna, all the modulation schemes you mentioned, and how to code useful things with the various devices. No affiliation but a great resource.

There are levels to this that can get very expensive very fast depending on what your intent is, and how comfortable you are with programming various FPGAs.