nsca does not collect data. See the nagios box on setting up distributed monitoring for more info.
What you will end up with, is ONE local and several remote hosts running nagios. The local nagios server will be running the nsca daemon as a xinetd service. The remote hosts will be running nagios also, and after each service check, they will execute the ocsp_command as defined in the nagios.cfg file. This command will execute the send_nsca script client, which connects to the nsca daemon, gives it the output of the service check, and disconnects. This daemon, then passes the data on to the Central nagios server. This is how distributed nagios servers works and is detailed in the docs. This is also explained in the README with nsca. It tells you how to setup the daemon, client configs, etc.