Abstract: The direct modeling methodology provides a framework for multiscale modeling of transport processes, based on which the unified gas kinetic scheme (UGKS), the discrete unified kinetic scheme (DUGKS), and unified gas kinetic wave-particle (UGKWP) method have been developed over the last decade. The methodology of direct modeling is to construct the numerical governing equations on a discrete control volume by taking into account the contribution of both particle transport and collision process. The two important ingredients of the direct modeling methodology are the coupling evolution of the macroscopic quantities and microscopic distribution function, and the utilization of the local evolution solution in the construction of numerical flux. Based on the direct modeling methodology, we construct a continuous spectrum of governing equations in the whole flow regimes, which automatically recovers the collision-less Boltzmann and Navier-Stokes equations in their corresponding limiting regimes. In this paper, we are going to review the direct modeling methodology, the construction of schemes, and the multiscale and unified preserving properties. We will also review the applications of the schemes in the transport process of gas, plasma, photon, and disperse multiphase flow, and give an outlook of the future developments.