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same way you can receive money to your bank account without your Bank app being open 🙂
Your coins are not actually stored in the device, neither is coins stored in a wallet **app**. Your public key (aka address) which is for receiving coins is always public on the blockchain and “live”.
When you generate your addresses on the device, and you actually know it or memorise it (at least the beginning & end characters), you be absolutely sure that that is your address (synonymous to Bank Account Number) and can always send coins to the address
You only plug in your device when you either want to install apps on the device or to send out coins (you must press the 2 buttons on the device to sign the transaction).