The Hue basically just adds a switch inside the bulb, which can be remote controlled. The lamp's switch is still there, and functions as normal (turning on or off electricity to the bulb).

So your light is on when the lamp's switch + the hue's switch is on. It's off when either one is off.

So if your light is on, you can indeed walk to a lamp and turn the switch off to turn off the light. Or you can turn off the Hue bulb via your phone (or Philips Hue switches you can put anywhere in the house, they're basically bluetooth switches that run on a <$1 replaceable battery that lasts 2 years.

If you turn off your Hue light via your app, you can turn it back on later via the app, but not the light switch (as that's already on, but the bulb isn't).

And if you turn off your lamp via its switch, you can turn it back on later via the same switch, but not the app, as the bulb is already on but not getting power as the lamp's switch is off.

Especially with multiple people living in the house with different behaviors, that becomes annoying. So usually people choose to stop using the lamp switch and only use the Hue. You can of course hook-up the bulb to a Hue switch, so you can turn it on and off with both the switch and the app.