Hybrid devices combining quantum dots with superconductors are important building blocks of conventional and topological quantum-information experiments. A requirement for the success of such experiments is to understand the various tunneling-induced non-local interaction mechanisms that are present in the devices, namely crossed Andreev reflection, elastic co-tunneling, and direct interdot tunneling. Here, we provide a theoretical study of a simple device that consists of two quantum dots and a superconductor tunnel-coupled to the dots, often called a Cooper-pair splitter. We study the three special cases where one of the three non-local mechanisms dominates, and calculate measurable ground-state properties, as well as the zero-bias and finite-bias differential conductance characterizing electron transport through this device. We describe how each non-local mechanism controls the measurable quantities, and thereby find experimental fingerprints that allow one to identify and quantify the dominant non-local mechanism using experimental data. Finally, we study the triplet blockade effect and the associated negative differential conductance in the Cooper-pair splitter, and show that they can arise regardless of the nature of the dominant non-local coupling mechanism. Our results should facilitate the characterization of hybrid devices, and their optimization for various quantum-information-related experiments and applications.