You need to export, The adjustments contained in the catalog are only applied on export.
Lightroom is a non-destructive editor and as 99jon mentioned your LR edits are contained in the catalog file. The original camera file and other files that are 'Imported' into LR are never modified. To apply those edits you need to use the Export module or LR's other modules (Book, Slideshow, Print, Web).
So when I use lightroom to edit the pictures and then try and transfer those edited pictures to my desktop for some reason the pictures go back to its original unedited copy.
Please be very careful how you move, rename, or "organize" your LR imported image files and folders. This should only be done from inside LR. Any LR file or folder that is moved or renamed using Windows File Explorer, Mac Finder or other application will become disconnected from the LR catalog. Done this myself a few times and I know better......it doesn't hurt to be reminded.
These training videos may be helpful: