Data Wires

Picture
It's likely that your confused about the word wire in NXT programming. There are physical wires in NXT, like the USB wire which transmits electricity and data into the brain, and there are also data wires. Data wires, like shown in the picture, are only on screen and illustrate the flow of data from one block to the another.
Gray Wires
This is not shown in the picture for one reason. Gray wires are wires which don't make sense, and which means that you have an error in your programming. In the advanced programming world, we call an error, a "bug".
Green Wires
The green wires carry Logic data, which is Mindstorms language for things which are either true or false. For instance, the touch sensor block has a true or false statement which can be used, this transmits a green wire because it uses Logic. Logic in programming means either, absolutely true, or absolutely false. Fascinating, I'm beginning to sound like Spock.
Yellow Wires
The yellow wires transmit number data, like this... An Ultrasonic Sensor has generated a number after reading how faraway an object is. The Ultrasonic Sensor transmits the number to a Number to Text Block using a yellow wire.The Number to Text Block converts the number to text. (This is not in the picture)
Orange Wires
Orange wires can transmit text data, which is letters, text numbers, and punctuation marks. Text data can only be displayed on the Brain's screen. Remember the example in the Yellow Wires section? Let's continue that program. After the Number to Text Block transforms the number to text, an orange wire transmits the text to the Display Block, which "displays" the text on screen! (A part of this is shown in the picture)