You are misunderstanding.
The package cache on your system includes a list of every package's immediate dependencies.
When the package manager (apt) installs a package, it consults the cache for those lists. It constructs from those lists a dependency tree of *all* dependencies needed, and then downloads and installs everything needed in the same session.
You can see the cache immediate dependencies and reverse-dependencies using the apt-cache command.
$ apt-cache depends hello