Arduino NANO 33 BLE and NANO 33 BLE SENSE are both HID compatible, which means they can function as a Human Interface Device (HID) either as the host or as a client.
Therefore, it is possible to configure a NANO 33 BLE or NANO 33 BLE SENSE board to work as a USB peripheral, for example a mouse or a keyboard. In this configuration the NANO board is referred as a client USB device and the PC would be the host.
It also possible to connect peripherals to the NANO 33 BLE boards directly. This way you could connect a peripheral to your NANO board and trigger actions on your sketch by typing characters on the keyboard or moving/clicking the mouse. In this type of configuration the NANO board is referred as the host while the peripheral is the client.