Transplanting
You transplant, not directly from seed, but you can plant seedlings in your garden soil after having started weeks prior indoors. You can buy transplants, or start them indoors from seed yourself. Many people prefer to sow some plants directly in place-though most anything can be successfully grown indoors first as a transplant if done right, including root crops like beets, radishes, and turnips.
The main exception is vegetables with long taproots like carrots and parsnips, which have to be directly sown. Unless you buy your transplants, transplanting is way more inconvenient than direct sowing. You have more steps to follow, and a much longer period when you need to care for seedlings.
Direct sowing is highly recommended and you can and then mix in a few transplants (like those tomatoes you buy or start yourself.) Growing your transplants from seed is among the most rewarding parts of gardening, seriously expanding the possibility for productivity in your garden.