Nonlocality is ubiquitous in nature. Although partial differential equations (PDEs) remain favored as effective continuum models for many applications, nonlocal equations and nonlocal balanced laws are also becoming acceptable alternatives to model various processes exhibiting anomalies and singularities. They may also serve as effective bridges for multiscale modeling. In this talk, after a brief introduction to the framework of nonlocal vector calculus, we elucidate how it helps us to resolve a few computational issues of particular concerns to nonlocal modeling, including the development of asymptotically compatible schemes for validation and verification, the effective nonlocal gradient recover, and the seamless coupling of local and nonlocal models for efficient and adaptive computation.