While there are countless ways you can manage a project, most common project management methodologies fall into one of two model types. Either a defined and linear process model, or more of an empirical and iterative process model.
In a defined and linear process model, there's a very linear approach planned for the project work. And work gets carried out following that plan through distinct and complete project phases. You complete one phase of a project, then move on to the next phase, each phase needs to be completed before moving to the next.
Agile Project Management is considered an incremental model for project management. So, instead of project work being completed in a linear model with one final delivery phase, your project work is divided up into increments. And each increment of project work goes through requirements, design, development, and then testing and delivery, before moving on to the next piece of project work. So you're taking it one piece at a time and delivering each piece.