When you insert a ICON instance and one or more ILA instances into you logic , It changes into a part of your design. After you P&R your design and generate the bit file , you can download the bit file to the FPGA with any possible method. After this , your FPGA will be working as normal. Of course, the ICON and ILA instance are woking too. Now , you can run the Chipscope analyzer , it can communicate with the ICON instance in the FPGA with JTAG cable. When you run 'run' command in the Chipscope analyzer, it wil send the corresponding data to the ICON instance in the FPGA , When the ICON get the instruction , it will control the ILA as the instruction . After the ILS has got the required data, it will send them back to the Chipscope analyzer in the PC through the JTAG cable. This is how the Chipscope work.