The main exception are vegetables with long taproots like carrots and parsnips, which need to be direct sown.
To transplant, you plant small seedlings, that have already been growing for several weeks indoors, into your garden soil. You can either purchase transplants, or start them indoors from seed yourself. Though some plants prefer to be direct sown (like squash and cucumbers), almost anything can be started indoors as transplants, if done right, including root crops like beets, radishes and turnips. The main exception are vegetables with long taproots like carrots and parsnips, which need to be direct sown.