First and foremost you are buying a digital asset – an NFT is something you own and can resell, just like old-world art but without the need for insurance.
With an NFT purchase however you also get access to digital downloads you can actually use. When you purchase my art on OpenSea you get access to a unique code that allows you to download a few different versions of the artwork. There’s the standard version you can see in the NFT, as well as a high-resolution version you can print, and profile pic versions including transparent backgrounds.
You can do anything you want with it except create new copies for sale (licence details here), and if someone else wants to download the images of your art, they will have to buy the NFT from you.