Keywords are "out-of-band" and "when PC power is off". The Intel CPUs are always on, even when they are off, provided the computer is plugged in to the power. They can remotely access all your data anytime they wish, without permission and without anyway for the end user to disable this "feature". It is well documented, so there should be no surprises here.
This is scary stuff. If the power and network cable is plugged in and the cpu can connect to the internet and ping another ip, giving the location away. It can't access any data on harddisk though.