Do I need to plug in my iPhone or iPad?

The only data in iExplorer that you can access without plugging in your device is the Backup section which is displaying the data within an iTunes backup on your computer. To get to this data without connecting a device, just click on the button to Browse iTunes Backups on the screen asking you to connect a device. Then, iExplorer will list all iTunes backups on your computer in the left panel underneath the Browse iTunes Backups heading. Just select and expand one to browse the files in it. When your device is connected and you choose Yes to make a backup in the Backup section or choose to Back Up Now or Update Backup, iExplorer creates a new iTunes backup for you (which will usually overwrite the previous backup due to how iTunes is designed). 

All other sections of iExplorer such as Media, Apps, Photos, Media Library, Books, and Root (with Jailbreak) are a direct connection to your device and read the data directly from it, so your device must be connected to access those sections. 

For all data in the Backup section, there are no secondary copies of it (unless you manually clicked on the Export buttons) since you are only viewing the data within an iTunes backup on your computer, so to make extra copies of this data outside of the iTunes backup, be sure to use the Export buttons in each section. The article below explains more about how to avoid iTunes overwriting your data:

How to keep a safe backup with iExplorer