Yes, your BitBox02 does not have to be plugged in to receive transactions. While you are waiting for your transaction to confirm, you can quit the BitBoxApp and unplug your BitBox02, as transactions happen in the network, not on your actual device.
As long as you have confirmed the receiving address on your BitBox02 display, any transaction sent to that address will show up in your wallet, no matter when (days or weeks) that transaction gets confirmed on the blockchain.
As an analogy: To receive letters in a mailbox, you do not have to stand next to it all the time. A mailman can easily post letters while you are gone. Your (private) key is only required to open the mailbox and retrieve the letters inside.
Your incoming Bitcoin are only secure in your wallet once the transaction has gained a few confirmations (a common recommendation is 3 confirmations for Bitcoin and 12 for Ethereum). Before that, the sender could theoretically still cancel the transaction, or the transaction could be part of a blockchain reorganization. You can also check the confirmations later, for example, in a block explorer—even outside the BitBoxApp.