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As you drag the marks out they should be querying as they are dropped onto the sheet. Though if you have data updates paused I believe Tableau will run the query for the entire view, in which, Tableau will optimize the query to the best of its ability to return the data.
Additionally, there is a section of the Tableau product help on the order of operations found here: Tableau's Order of Operations
Hope this helps!
Cheers, Byrne, Patrick