Do clicks need to go through Pion servers before coming to a site?

No, however we do recommend installing a dedicated Pion server at your data center (where your website is hosted) if you use multiple web servers. The server can be either our Reactor Core appliance offering or any x86-based hardware (Dell, IBM, HP, etc.). The traffic does not pass through our server but rather it passively monitors the traffic going to and from the website using a technique known as packet sniffing.  As such, Pion is physically incapable of slowing down or impacting your traffic in any way.
 
You can also install Pion as software on your (physical or virtual) web server.  Pion currently supports Windows, Redhat Linux, Ubuntu Linux, and Mac OS X.