No need to actively do anything - in fact, it's optimal to just relax, let your brain waves slow down (including to the point of being AWOL) and let your psyche soak up what it wants and needs. Those lovely relaxed alpha brain waves, hypnogogic theta waves and sleepy delta waves will get the job done far better than if you were in your normal waking state (beta).
And it’s not only about picturing, anyway – it’s about imagining sounds, smells, feel, taste and touch, too. Your brain will take in those multi-sensory suggestions with you or without you.
And the fact that you 'come to' when the recording asks you to, demonstrates that you're not sleeping, but rather are in a nice, dreamy, super-effective altered state. Guided imagery is a form of hypnosis.
Please carry on, with my best wishes for great success with this. (The fact that you've responded so quickly and easily to this technique is a good sign that you'll likely use this to considerable benefit.)