It doesn't necessarily mean a retail outlet. If they have a license to operate in the state, they are obliged to collect sales tax for their sales. For example, even though Microsoft has no stores, it presumably has a legal business presence in all 50 states and if you buy something through Microsoft's website, you're charged tax on it. In some ways, it helps consumers (you can sue Microsoft in any state and not just Washington), but in other ways, it hurts (you have to pay tax on your purchases even though you're buying from out of state).
You'll find that most large pre-Internet-age corporations will collect tax from every state because that's how they set up interstate commerce in the past. It's only since the advent of the Internet that places like Newegg and Amazon operate in a different manner--they can reach customers from anywhere in the world with a business license in a single location, something that was never before possible. Newegg and Amazon are just very successful examples of non-chain stores leveraging the Internet--think of them like your independent bookstore down the street, only on steroids.