Maxcoins are not actually "sent" to your wallet, the coins are in the network marked as sended to you; the software only uses that term so that we can use the currency without having to learn new concepts. Your wallet is only needed when you wish to spend coins that you've received.
If you are receiving coins when your wallet client program is not running, and you later launch the wallet client program, the coins will eventually appear as if they were just received in the wallet. That is to say, when the client program is started it must download blocks and catch up with any transactions it did not already know about.
Maxcoin frequently asked questions.
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