How does massage therapy affect the central nervous system?

It depends on the techniques that are used.

Some techniques will stimulate the nervous system (such as some forms of tapotment). This is useful before an athletic event, because your muscles are stimulated.

Some techniques act like a sedative, and are very relaxing (such as kneading, petrissage and effleurage).

However, the effects of massage are more effective on the ANS (automatic nervous system) which houses the PNS and SNS. (parasympathetic nervous system, and sympathetic nervous system, respectivley).