It depends on what forwarding mode you have your virtual APs setup in.
- Tunnel or D-tunnel mode - all traffic is sent through the controller
- Bridge mode - all traffic is sent out locally through the AP/switch
Most deployments are in tunnel mode. You can see the forward mode in the WebUI or CLI:
show wlan virtual-ap <name of your virtual ap>
Being new to Aruba, I suggest you have a look at the VRDs:
https://community.arubanetworks.com/t5/Validated-Reference-Design/tkb-p/Aruba-VRDs