When first designing the Selenium Grid, users must decide whether they want to use physical machines or virtual machines. In this day and age of cloud computing, most users are going with a virtual grid of some sort, using either Amazon Web Services, VMware, or the Microsoft Azure Cloud Services. With mobile devices, users can test against iPhone simulators running on macOS VMs, and Android emulators running on Linux and MS-Windows VMs.
To connect to the remote VM node, users can use VMware vCloud Director, Apple Remote Desktop Client, Remote Desktop Client for Windows or Linux, RealVNC, and so on.
When running tests remotely on a grid, the test always starts on either a local IDE or a Jenkins Slave of some sort. The actual browser or mobile device will start on the remote node itself, not on the local VM or the Jenkins Slave. The Selenium WebDriver events will be sent from those clients to the remote hub, which will then redirect the events to the appropriate platform, start up the driver, and run the tests.