What would setting up a no-fly zone by NATO over Ukraine actually mean?

Zelensky has recently requested NATO to set up a no-fly zone over Ukraine hoping to reduce the bombing and NATO rejected this request. The main reason provided for this was not dragging the alliance in this conflict.

I am wondering about how could setting up such a no-fly zone actually be implemented in the current context. The announcement would be the easy part, but it is not clear how could NATO actually enforce it since it explicitly stated to not send any NATO troops to Ukraine.