Perhaps I should have written that as “How don't I get power to my <whatever> outside?”. How power should be run to a detached garage, hot tub, landscape lighting or what have you, depends on the particular circumstances of that installation. A non-metalic sheathed cable rated for direct burial may be the way to go, or it may be appropriate to use conduit or an armoured cable or an overhead line. It is simpler to say what should not be done, what many do-it-yourself-ers do, and that is to run normal house wire outdoors. Normal house wire is NMD-90. That stands for Non-Metalic (the outer jacket), Dry, 90 degree rated. It is not wet (W) or underground (U) rated, even though in appearance it is not terribly unlike NMWU. Once an appropriate method, like perhaps burying NMWU, is selected, the installation must then be done in accordance with the Electrical Code. That can mean a lot of digging, but results in a safe installation.