A basic programming concept called synchronous execution defines the way our code is processed by the computer, that is, line-by-line, one at a time, in a sequential fashion. So, when the main execution flow of a class calls a method, it must wait until its completion so that the next line can be processed.
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Of course, there are structures capable of processing different portions of a program in parallel, but from an external viewpoint, the execution happens in a sequential way, and that's how we think about it when writing code.
When you know that a specific portion of your code is going to take a little while to complete, and there are other things that could be done instead of just sitting and waiting for it, there are a few strategies that you could resort to in order to optimize the code. For example, starting a thread to run things in parallel, or posting a message to a JMS queue and breaking the flow into independent units are two possible solutions.