In a nutshell: Klipper always consists of a “host process” running on some Linux device and a “firmware” running on the MCU.
If these two components are running on physically separated units like a RPi and a “Bigtree SKR Turbo Maximus Prime v27” or highly integrated on one board (e.g. BIGTREETECH Manta E3EZ V1.0 for Ender 3 – Biqu Equipment) does not matter.
For more details see Klipper Architecture / Ecosystem