How does radar detectors work?

I am looking to buy a cheap and original radar detector, but there is one big thing i want to know. Does it actually pick of cops, sheriffs etc when they are driving by you or is it only when they are pulled over on the side of the road? I got pulled over by a sheriff going 16 over when he drove past me and don't want it to happen again. I live in iowa and i know its legal to have radar detectors here. Thanks