What is the difference between logging into an AD Domain versus connecting to network resource?

Can someone explain the difference between logging on to a computer that is part of an Active Directory domain using an Active Directory user account, versus logging on to a local computer and then connecting to a network resource (where the user is then prompted for network credentials). i.e. a user logs into his/her home computer and then VPNs into the work network).

Or a slightly different scenario, where a user logs into his/her laptop (that is part of the domain) offline, but then VPNs into the network afer they have logged in using locally cached credentials. I know for instance that group polices (user) aren't processed in either scenario, but realized I didn't entirely understand why. Or why when I logon to the domain from a domain member computer I can access resources from various servers with no prompting for credentials, where as from a non-domain computer I am prompted each time I try to access a different resource.

Thanks

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