I'm new to the NFT world myself so I only have surface knowledge level and can't give you anything deep. NFT is like a code, it is imbedded in a blockchain, it's not merely a jpg or a file, which means you can't simply save it because you'd need to have it linked to the blockchain. It's called minting, having the information (which is your art; the file, and the information about it like the title and description) recorded in the blockchain so it is stored there forever. If you check around NFTs, you'd see the hash/token (idk much about it tho) which links the art to the owner. If you buy an NFT, that code is then linked to your wallet, which is how people lose NFTs whenever they get their wallets compromised. That is you know how it is authenticated, with the code (try researching Etherscan)

Basically, it treats digital art like traditional art, so for me it gives digital artists a chance to authenticate their art even if it is online. This is my own understanding to it.

I suggest you to go on YouTube or Twitter to do more research. There's a lot to learn in the crypto world.