The exam period in May/June is the only time the distance learners are required to be in Sheffield. Usually all of the MSc exams happen in the same week rather than being spread across the three week exam periods. If you are an International student it might be possible for you to sit your exams at an exam venue local to you.
How often will I need to be in Sheffield for a distance learning (e.g. MSc Statistics) PGT course?