first thing first!
SMPS
Switched-mode power supply - Wikipedia, the free encyclopedia
Note that the power is not turned off when the computer turns off. There are electrical components on the motherboard that has a constant charge of electrical current going through them....as long as the power cord is plugged in.
When the off/on switch is thrown power is supplied to the the BIOS chip first and then is sent out to power up the various components for identification purposes only...this includes the processing chip. Once the BIOS identifies everything it signals the boot proceedure and then the CPU to take command.
Really quite simple