A digital sensor only has ONE sensitivity, its one native sensitivity, probably rated ISO 100 for most DSLR today. All a sensor can do is to collect the light photons hitting its cells. It cannot attract more photons. :)
Then basically, all any higher ISO setting can do is to multiply the existing data values, shifting the data up in the histogram, which shifts the noise up with it. Low noise aids this effort, high noise makes it less feasible. ISO values lower than native (but these probably are Not technically actually called ISO) shifts the histogram down, shifting noise off scale to a degree. A darker picture needing more exposure. This shift does lower noise, but also limits dynamic range (since the range of the top part of the histogram is unused - however the camera does normalize it so it looks normal).
You can do these shifts in your photo editor too, however it is best done on Raw data, before gamma is added.