AI can have many sensors that allow it to "see/hear/feel" outside of itself.
AI is generally limited to its own system and requires a great deal of processing power, so it cannot easily "jump to a new body" as many people worry that a rogue AI will "find its way on to the internet." Fairly sure it would be useless for it to try to shack up on small low-power slow-CPU devices.
AI has a body, and physical limitations, because computers are not fucking ethereal. They have physical locations, even when they are "virtual machines," they still live on physical hardware.
When you take a drill to a hard drive, you are physically destroying data. Data is real.