Wrong Powered?

I bought the ka01 kit this week. I soldered it and everything seem ok. Once I write the first sketch, I try to connect my arduino only with power source 12V, without the usb and… The strip LED connected emits only blue lights… But, if I connect again the usb cable it magically works fine.
Could someone explain me what is happening?
Couldn’t it work without the usb?

Thank you in advance.

The shield does not power the Arduino, so yes, you will need to power the Arduino.