There has been a growing interest in studying nonlocal models as more general and sometimes more realistic alternatives to conventional PDE models. In this tutorial, we will introduce nonlocal models. In particular, we will focus on the nonlocal models with a finite range of nonlocal interactions, which connect the classical PDEs, nonlocal discrete models, and fractional differential equations. This talk will cover nonlocal modeling, nonlocal vector calculus, and numerical analysis for the nonlocal models.