The effects are strongest while you are listening to the tones because your brainwaves are synchronized and tuned into the frequency range you desire at that time.  After you've stopped listening the effects can still linger for a while afterwards.  The timescale will vary from person to person and be affected by what you do after you've stopped listening.
Anyone who has sought out different methods for enhancing cognitive ability will probably have come across a technique known as Brainwave Entrainment. However, it is a fairly niche area of brain training, meaning that this form of stimulation is often overlooked in favour of more mainstream methods. The following outlines what Brainwave Entrainment actually is, how it is used, and some of the benefits attributed to it.
In addition to its calming physical effects, the relaxation response also increases energy and focus, combats illness, relieves aches and pains, heightens problem-solving abilities, and boosts motivation and productivity. Best of all, anyone can reap these benefits with regular practice. And while you may choose to pay for a professional massage or acupuncture session, for example, most relaxation techniques can be done on your own or with the aid of free audio downloads or inexpensive smartphone apps.
You may have experienced Theta right before drifting off to sleep, during a lucid dream, or during a deep meditation. In Theta, you no longer sense the outside world, but you are aware and conscious of your internal world. All of your subconscious fears, hopes and judgments are hidden in the Theta state. Theta is a difficult state to achieve because you often drift out of it very quickly either becoming conscious in Alpha or moving on to the next deeper state. By staying in Theta, you can learn endless information about yourself and your consciousness.
Sleep and stress tend to cause a vicious cycle – if you’re stressed, then you can’t sleep, which makes you ill-prepared to handle the stressors of the next day, leading to more stress. To relieve stress before bed, try some relaxation techniques (see below) and disconnect from technology as much as possible an hour before bedtime. To ensure the proper amount of rest (7-8 hours is recommended), set an alarm reminding you to go to bed.
Yoga involves a series of both moving and stationary poses, combined with deep breathing. As well as reducing anxiety and stress, yoga can also improve flexibility, strength, balance, and stamina. Since injuries can happen when yoga is practiced incorrectly, it’€™s best to learn by attending group classes, hiring a private teacher, or at least following video instructions. Once you’€™ve learned the basics, you can practice alone or with others, tailoring your practice as you see fit.
(Shannahoff-Khalsa, 1991; Webb & Dube, 1981). These naturally occurring shifts may underlie the anecdotal reports of fluctuations in the effectiveness of binaural beats. External factors are also thought to play roles in mediating the effects of binaural beats (Owens & Atwater, 1995). The perception of a binaural beat is, for example, said to be heightened by the addition of white noise to the carrier signal (Oster, 1973), so white noise is often used as background. "Music, relaxation exercises, guided imagery, and verbal suggestion have all been used to enhance the state-changing effects of the binaural beat" (Owens & Atwater, 1995). Other practices such as humming, toning, breathing exercises, autogenic training, and/or biofeedback can also be used to interrupt the homeostasis of resistant subjects (Tart, 1975).
Binaural Beats or “binaural tones” are created by playing slightly different frequencies separately into each ear. The difference between the two frequencies stimulates a response in the brain which correlates with this frequency difference. For example, if we present a 100 Hz tone to the left ear and a 105 Hz tone to the right ear, a frequency of 5 Hz is stimulated. This is what is known as the “frequency following response”.
Binaural beats are an auditory illusion where two oscillators, slightly detuned from each other, are played simultaneously with one perceived by each ear. The human brain mixes the audio from each ear, and the listener perceives a "beating" effect that isn't actually there. This is a well-studied phenomenon that has gained the interest of audiologists and neurologists, but it's most famous for being picked up by the alternative medicine community as a way to get high.
There’s also some new stuff I’ve certainly never included in tracks before including some gentle pink noise and brown noise blended together in the background with what’s called phase modulation. This is almost outside of awareness as you’re listening to it. This is how your ear tells what direction a sound is coming from. Does it arrive at your left ear slightly before your right ear? You can modulate that. So, again, it has a very gentle, imperceptible rhythmic quality to it.
There's no doubt that brainwave entrainment audio is a great technology for anyone who is interested in encouraging altered states of consciousness and it certainly can help people to reach deeper states of relaxation than they might normally have access to. I myself will often listen to brainwave entrainment music in order to enhance my practice of meditation. But let’s keep a balanced perspective, put all the marketing hype to one side for a moment and acknowledge that there is no brainwave entrainment technology in this world that can make you meditate like a Zen monk “at the touch of a button”, despite what some might like you to believe. The mind is NOT a machine. It moves through various states of consciousness in an organic way and at a natural pace. We certainly can guide and accelerate that process with the use of brainwave entrainment audio, but we cannot control it with the same sort of specificity and immediacy as you might control the speed of the car you drive.
While the physiological and psychological processes being uncovered by brain science in the study of brainwaves is sometimes complex and still being investigated, certain basic principles are well-established, easily understood, and helpful for achieving the most effectively use of brainwave entrainment when seeking relaxation, improved sleep, lowering of anxiety, or other goals. This important background information and scientific knowledge presented here includes: 
Brainwave entrainment is a colloquialism for such 'neural entrainment', which is a term used to denote the way in which the aggregate frequency of oscillations produced by the synchronous electrical activity in ensembles of cortical neurons can adjust to synchronize with the periodic vibration of an external stimuli, such as a sustained acoustic frequency perceived as pitch, a regularly repeating pattern of intermittent sounds, perceived as rhythm, or of a regularly rhythmically intermittent flashing light.