I might be wrong, but what I think is that the PNP Office is allowed to pick up from the EE pool profiles which the province needs, up to the cap for the PNP.
I will try to explain it with an example.
John Doe, who is a certified plumber from Sweden, is in Canada with let's say a WHV. He doesn't have a job yet and he apply for the EE.
The Province of New Brunswick is out of plumbers, and the EE allow the PNP program to search for this profiles on the EE pool.
They find John, which is still with no job, and they contact him to see if he wants to go in New Brunswick, because they already know that they don't have enough plumbers there.
John can say yes, and apply for the PNP. From there, he can apply for the PR.
Of course, if he's in Vancouve and he wants to work in BC and not in NB, he will need to find a sponsorship and try to apply for the PNP as usual (with sponsorship and so on)
It's just an hypothesis, but it's the only one that make sense to me.