Siskoid explains the Prophets:
In a nutshell, it is this: The Prophets perceive time as simultaneous the same way we perceive space. With one look, they see all of time much as you can look at the entire room you're in. This is a useful metaphor to understand just what is going on inside that Wormhole.
Here's a question: When did they send the Orbs to Bajor that gave them their colorful monicker? Answer: It's a "when" for us, but it's a "where" for them. Think of the world of the Prophets (the Wormhole and areas of space they can survey from it) as a continually updating reality. ... If we could be made aware of the timeline as a single room, we would see that they put the Orb on a certain shelf. As linear beings, we call that shelf the past though the information comes from another corner of the room which we call the present or future.
And there's plenty more at the link.