Not sure about 3DNow (Don't do much graphics work), but MMX and SSE are extensions to the basic Intel Processor instruction set, and they are hardwired into the chip also, same as the basic and FPU instruction sets, and are chip specific. If you try to use a MMX instruction on a 386 chip for example (not there that many out there any more) you will get an invalid opcode error, which means that the chip doesn't recognize the sequence of bytes as a legitimate instruction sequence.
Actually, what happens when you use a "direct assembler" (my term) is you type in movlw 1; the assembler then converts it to 3001 hex (or binary 001100000001) and stores it in a memory address.
The processor then, during the course of it's execution of the program you've typed in and assembled, comes to the memory location where the assembler stored the 3001, reads that instruction, and understands it to store 01 in the w register on the processor.
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