Since you are buying privately, the seller does not collect the sales tax. As Ned says, you will have to pay any taxes due when you title & register the vehicle. If you do that in NH, you will pay NH taxes & fees, If in MA, then MA taxes. Since you apparently do not live in NH, check with the NH DMV as to requirements for title/registration by someone who lives out of state.
There may also be a special provision for "vehicles" that will never be on the road, i.e. delivered to a site and left there. Usually there are still sales taxes, but annual vehicle fees might be avoided. Ask about it.