TeamCity - Where is the automation

Question

We installed TeamCity and TFS and they work fine. My question is how are these two supposed to make our workflow efficient? Once I make changes to code on my dev machine, I have to go to TeamCity UI to run the builds and tests? Where is the automation in this.. I am manually doing it anyway... am I missing an important piece here? I can run builds and unit tests on my dev machine too. All developers making changes, need to go to TeamCity UI to build with updated code? I was kind of expecting TeamCity to detect checked in changes to TFS automatically and run builds immediately on the remote TeamCity server and send me feedback.