Hi,
Normally, if you program something with your Thymio plugged to the computer, you need to load and run the program on Thymio. In VPL or Blockly, it's basically pressing on the play button on top. In the text mode, you have to click on "Load" then on "Run".
Once you unplugged the USB cable, the program you loaded on Thymio stays on Thymio and run. Normally, your computer should detect that you unplugged your robot and display a window saying that it lost contact. If you plug your robot again, you can then change your program and reload it again.
We have an issue with Windows 10 currently (the computer doesn't detect that the robot is disconnected and thus, doesn't reconnect it when the cable is plugged again). We are working on that ;)
If you have some problems with the manipulation of the robot, I encourage you to go on this page and to dig a bit there for info: https://www.thymio.org/en:visualprogramming
Hope this help
Christophe