The discover part takes place on Bandcamp, but Bandcamp's involvement ends after you've bought and downloaded the music. The enjoyment part that comes afterwards happens on your device, using whatever music player you prefer to play the files you just downloaded. It's enjoyable because you get a bunch of zipped, DRM-free .flac files you can play on any device, instead of being bound to some specific app or in-browser player.

At least that's what I think the intended use case for Bandcamp is. That's how I've always used it.