Well, without an auxiliary verb, a participle needs to connect with another part of the sentence (note: participles never work alone!). So it can work as an adjective, sometimes as an adverb, or it can begin a participle phrase, which gives more information about something. Either way, it connects to something else in the sentence.

Here's a good explanation with examples http://esl.about.com/od/grammarstructures/a/Participles.htm