The overwhelming vast majority of sellers at gun shows are licensed dealers. Any purchase from a licensed dealer requires a NICS background check.
There are also private sellers, people that show up with 1 or 2 guns to sell. If you purchase from a private seller, then there is no NICS check. There isn't even a process for a private seller to go through a NICS check. Only licensed dealers have access to it.
People talk about the gun show loophole, but there is nothing unique about a gun show. Private sellers can sell private property anywhere.
Additionally, it is worth noting that every gun show I have ever been to is swarming with municipal and federal law enforcement. The ATF is always there. It would be the single dumbest place to go to illegally purchase a firearm.