Users Credentials and User Profile are 2 different things.

User’s credentials are store on the Active Directory and CACHE locally so you are able to log even if you are not on your network (Laptop).

User’s Profile. By default, you have a different profile on each computer that you log on, server or PC. This is a local profile. You can have a roaming profile that is store on a server. Roaming profile is NOT store under Document and Setting on the server but on a predefine network share. Roaming profile will be the same profile on all your domain computer.