Thanks all for your answers. Unfortunately, I am more confused now.
Let's use the following scenario: I drop a rover on a planet and let it do some experiments, i.e. with the thermometer. How do I get that to the lab, assuming the rover is just that and not a rover with a rocket strapped to it. Can I transfer the experiment points to a probe in orbit? Will I have to "dock" the rover to a base on the same planet, orbit that "base" and fly it back to the lab?
I take it no 3 or bewing's answer is just what I do when sending science points directly from the probe with the thermometer to KSC?
Will the mod "Science Relay" help with transferring experiment data from the rover?