A static site will have a system of folders (sometimes with subfolders) for all your files: web pages, style sheets, images etc. These all reside on you host server.
Dynamic sites that feature systems like MODx use a PHP interface and use a MySQl database to contain all your files. Once setup the database is sort of invisible; you don’t copy and drag files or pages around. The MODx Manager does all these transport duties between your open web MODx Manager session and the database behind the scenes.
Some hosts will provide the PHP and MYSQL that you need. Some allow you to activate them with a user control panel, sometimes called C Panel. You can also download and install PHP and MYSQL into your host folder if needed. Once installed you can add and name your databases by going to
http://www.yourdomain.com/phpMyadmin/
I tried about six CMS systems and overall I found MODx was very easy to install. A word of caution though: it does take time to learn the lingo, figure out the various features and understand what the various Snippets actually do, when to use them and how to get them to work with your pages. You may be a much quicker study than I am, but I for one could never get this all figured out in a week while working on other stuff...