If it says non-stop, it will be non-stop from your airport. If it says 1 stop, no change in plane, then there's a stopover at another airport. If there are 2 flight numbers shown, then it's a connection, you have to get off the plane and board another one.
So if I board in Pittsburgh and it's a 1 stop, no change in plane at BWI, I would stay on the plane when it stops at BWI. If you are getting on at BWI, it's a non-stop for you but be aware that people who got on in Pittsburgh will already be on the plane. If you do a 1 stop, you have the opportunity to change seats at the stop after they do a head count. Southwest also sells 2 stops. You have to watch on the reservation page.