When a player captures a piece, that piece is not removed from play. Instead, it becomes the property of the capturer and can re-enter play by being placed on (almost) any vacant square during the player's move. This is known as a "drop" and counts as a full move (in other words, you can either move a piece on the board or drop a piece onto the board during your move, but not both). All pieces drop in the unpromoted state. Pieces may be legally dropped in their promotion zone, but they do not promote on that turn.
There are several restrictions on drops:
It is entirely permissible (and often advisable) to drop a piece or pawn between one's King and an attacking ranging piece. For this reason, the final checkmating move is nearly always an attack on the King from an adjacent square (except for an attack by a Knight).
Captured pieces are said to be pieces "in hand".
The drop is the primary distinguishing feature of Japanese chess, shared with no other popular chess-type game. It gives shogi a very aggressive quality, and dramatically increases the number of possible moves once a few pieces have been captured. Another interesting feature of shogi is that exchanges complicate play rather than simplifying it (as in international chess), because of the drop rule.