"Pow" means he was just beamed up here.
"Beamed up?"
"Yeah, I was just sitting here, eating my lunch when, Pow! Here I was. Weird, 'eh?"
"Yeah, very weird."
"Never happened before, just... Pow!"
"Pow?"
"Yeah, Pow! ... Well, actually Jazz, no, I walked here. On these *pats legs* like this...