The client and the server can both be on the same machine.
Nessus tries the best it can to act 'normally', so detecting it is hard. However, if Nessus has been given special permissions like it's own account you can of course see when Nessus logs in. Otherwise, you'll have to keep an eye on the ports and try to discover whether you are being scanned - and good luck with that if Nessus has bee set up to scan the system with paranoid timing policy.