I am using mavensmate and using the feature to deploy. Can I get the details of the changesets in any of the sandbox, or this remains local, and directly gets deployed.
As David mentioned, it doesn't create change set but you can view the detail of your deployment using workbench (see screen). Just copy and paste the deployment id you find within Salesforce to workbench. Behind the scene, all workbench does is calling this metadata api - checkDeployStatus()
MavensMate, like most Salesforce IDEs, uses the Metadata API directly to perform deployments based upon the source code in your local project. It does not create change sets.