There is no technical difference between the cases you specified:
a)does the robot go forward and then when delay runs out it goes to the next thing?
b)or does the delay pause everything and when it runs then go to the next thing?
because you set pin outputs, the delay pauses everything, and when the delay runs out, it resumes. "go forward" is relative to that code. it may either set a pin, create a servo signal, etc.