Glad you asked! Direct modeling means you can quickly make changes to a model--right on the model--without the need for history trees or construction steps. You just need the basic geometry.
KeyCreator, for example, is an easy to use 3D direct modeling CAD software that can use any type of design data. Non-native models from any CAD system, regardless of file format, are easily accessed. KeyCreator has the ability to extract intelligence from imported geometry. Direct modeling in a nutshell.