Chopper video showed Manning getting off the plane of Colts owner Jim Irsay in Opa-Locka and getting into a black van.
The van containing Manning, who has a residence here, arrived in South Beach at about 5:30 p.m.
He spoke with the media in a parking lot, saying that he has "no idea who wants me, what team wants me," or even how free agency works.
“This is all so new to me. I mean, the Indianapolis Colts are the only team I’ve ever played for, the only team I worked out for out of college," Manning said.
The plane was the same one Manning flew on to get to the Colts' team complex earlier Wednesday, where he and Irsay announced they were parting ways in an emotional news conference.
Manning is the most sought-after free agent quarterback this offseason, and the Miami Dolphins sorely need a quarterback of his caliber. The Colts released Manning to avoid paying him a $28 million roster bonus after he had four neck surgeries over a 19-month span and was forced to sit out last season.
"We all know that nothing lasts forever," Manning said Wednesday. "Times change, circumstances change, and that's the reality of playing in the NFL."
About a half-dozen teams are thought to be in the hunt for Manning, 35, a surefire Hall of Famer who has won a record four MVP awards and one Super Bowl title in 2007. The 11-time Pro Bowler is one of only four QBs ever to throw for more than 50,000 yards, and with him at the helm Indianapolis set a league record for most regular-season wins in a decade, with 115.
Dolphins spokesman Harvey Greene told NBC 6 that he doesn't comment on organizational activities until there is an announcement to make.
Manning said in Miami that his neck is fine.
"Doctors have cleared me. That’s been a relief to me, and I’ve continued to work hard," he said. "The best part about it is being out there throwing again, throwing with my guys, throwing with Reggie” Wayne, the three-time All-Pro wide receiver who caught many of Manning's passes in their 11 seasons playing together with the Colts.
Wayne said on Michael Irvin's WQAM show Wednesday that finishing his career by winning another Super Bowl with Manning as his quarterback would be a "storybook ending," the South Florida Sun Sentinel reported.
"Whenever that phone rings, trust me, I’ll answer,” Wayne said of his desire to sign with Miami.
Manning said he doesn't feel like he has anything to prove.
“I know how much I love playing quarterback and love football, and I want to go play again, and so that’s what I’m looking forward to doing," he said.