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If the content of a spreadsheet cell is not a command or keystrokes it is treated as data and copied to the target application "as is". For most DataLoad uses this will be the most common type of spreadsheet cell and the data is copied using the Windows copy and paste functionality. The method used to paste data in the target application can be changed in the DataLoad Option form (Tools->Options).
Copy & paste is the most efficient way to send data to a target application, however not all fields in the target application may be able to accept pasted data and keystrokes must be used in these fields . Drop down lists are an example of a field where keystrokes must normally be used. A useful rule is that if an application doesn't behave as expected when data is sent then keystrokes should instead be used for this data. Cells can easily be converted from data to keystrokes or vice versa using the menu entry Data -> Convert To....