Understanding how http requests work on Mocha

I understand that mocha uses superagent under the hood, but how does it work when I haven't started a local server? Does mocha start a server by itself and send http requests to it or am I misunderstanding how mocha works in the first place?

For clarity, I checked and currently I do not have a local server running and that's when I got a bit confused as to how mocha tests work under the hood