Traditionally with Coveo you would normally either index your website with the Sitemap or Web connector. These connectors would index your public website just as google or other crawlers would. In the case of a Sitecore site you may use the Sitecore connector that has a deeper integration. This works great for production websites, but what about non-production environments such as Staging, Test, or Development? What if these websites are behind a firewall and not exposed to the internet? This would be pretty common as you don't want Google or even end users to find unathorized or test content. This is where the On-Premise or Crawling Module connectors come into play.
Coveo has a solution for this! You are able to install a crawling module on your server that is private or behind a firewall. Once installed this module communicates outbound to the Coveo Cloud and acts as a helper to allow the traditional Sitemap or Web connector to index your site.