Does App.Events.Open is Triggered when WebApp is running?

I thought that the App.Events.Open will trigger whenever my WebApp is running but I think I am wrong. It is not being triggered at all.
To verify this, I had placed a statement msgbox("Hello Xojo") in the App Open Events. When running the WebApp, I could not see the MsgBox at all.

May I know under what situation, it will then be triggered?

It is triggered, when your App is starting. At this point there is no client connected to display the msgbox.
Use system.debuglog to see then it fires.
After you startet the app, clients could connect to it. In that case you could probably use session.open