another Pro-processing required for this title

I have posted about this before but I was just making sure when a title has to pro process it saves some data to my internal drive right? or how does it work exactly? I am running games off my external right now and some games that I have don't require pro processing. So the games that do require it maybe are the games that are split? I wanted to delete some of the data where does it save some files in my internal?

Hopefully someone could answer all of these noob questions

Thanks!