I created an application using bonjour and I am able to send files from one device to another. But the question is: I am not able to discover the devices on the LAN without running both the applications on the device. Do I need to run the application using bonjour to get it detected using bonjour.
Yes you do. Running the application registers the appropriate entries into the iOS multicast DNS service. Once you shut the app down I expect it removes itself from the multicast DNS registry (which it is correct to do, because it is no longer available), so you can't find it from other devices.
EDIT: (Very roughly) Bonjour is multicast DNS. The Bonjour service runs a multicast DNS server. When your application starts up it communicates with the local multicast DNS server and creates a number of entries that identify the service it is making available, the ports it is available on and other relevant attributes. It also registers itself as interested in learning about any other network device that is running the service.
The local multicast DNS server makes announcements that signal to any one else listening on the network that a new service is available. Your app (on a different machine) is notified by the Bonjour service that another client has appeared, and that is more or less how the magic is done. Longer multicast DNS writeups are all around: Google is your friend.