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It gets complicated because the parties can hold their primary elections however they want, independently by state because various rules mean you need a Democratic party for each state, plus the national party. So each state does it differently to some degree. Some vote for the candidate, and the delegates are assigned to vote for the winner, some get a proportion of the delegates, and in some the voters vote for the delegate based on who they support.
They use that process to assign delegates who go and vote on who the national party will select for the national election. If the first election there doesn’t yield a majority winner, they keep voting but now the delegates can switch if they want, and members of party leadership can also vote. That hasn’t happened in quite a while though, since it’s much easier to know the counts accurately before the convention and do your politics by getting people to drop out and endorse you.
Depends on the state, and when exactly the candidate dropped out.
Basically the state holds a primary, and then a little later they have a state convention to assign delegates.
If they drop out before the delegates are picked, the delegate selections are usually reallocated to the remaining candidates. If they drop out afterwards, their delegates may be expected to vote for them anyway in the first round, or they may be free to vote as they please depending on the state. If the candidate has endorsed another candidate, the delegate is often expected to vote for the endorsed candidate.
“Expected” is important because their votes aren’t disqualified if they don’t adhere to expectations or anything, they just risk their state party being mad at them and if they’re someone with continued interest in party involvement, that’s a great way to make them not want to involve you. This is in contrast with the electoral college where faithless electors can see their votes not count unless they’re cast according to the election outcome.
In both cases, electors or delegates are chosen for a mix of loyalty and dedication, usually as sort of a minor honor or reward, so it’s not common for them to go rogue against expectations.
It’s why there’s an advantage to staying in the race longer: you get to pick the delegates you won, even if you drop out afterwards, and you can use that to get the frontrunner to involve you in their campaign in exchange for an enforcement.