Well that's true, but it's not always the case. There are basically 2 types/categories of soft synths or what we more often call VST instruments (VSTi's):
1) Synth-based VSTi's: The sounds are digitally 'generated' by the soft synth itself, sort of digital codes...etc (note that I'm no expert).
Usually it comes with a bunch of ready presets (patches) to start with, but you can eventually make your own sounds (out of scratch or by tweaking one of those ready presets...etc)
2) Sample-based VSTi's: When outputting the sounds, the program, as Ken stated, accesses a library of samples that are recorded from real instruments (as is the case with orchestral sample libraries) that are played live note by note in different velocity (playing strength, thus volume level) layers, different articulations (legato, tremolo...etc..etc) and alot of other stuff depending on the library (e.g. mic recording positions...etc) all recorded usually in wav format and accessed by the soft "synth" or let's say 'soft sampler' that you're using.
Many sample libraries come with a sampler, and the opposite is true. But many others require that you buy a seperate sampler in order to use them.
Examples of famous samplers are: Kontakt (from Native Instruments), Gigastudio (the one MJR uses
), Halion (from Steinberg).
That explains why sample-based VSTi's need much more space (from 1 or 2gb up to multi-hundred gb) than synth-based VSTi's (from 2 to 200mb).
Also note that there are however some VSTi's that use both samples AND digitally-generated sounds.
listen with a copy of the score.
Oh yeah and listen to that advice. ^
Cheers