In Guardians of the Galaxy, Ronan the Accuser possesses the Infinity Stone of Power and smooshes installs it into a large hammer he uses as a weapon.
Once it's in the hammer, he doesn't have physical contact with the stone, so how does he harness its power and use it as a weapon?
We don't really know much at all about "how" the stones work, but what Ronan did was completely consistent with how the stones worked for everyone else.
For example:
Loki's scepter held the Mind Stone; when he wielded the scepter, it let him use the Stone's power.
The Tesseract held the Space Stone; again, whoever was holding the Tesseract could use it's power.
In the flashback sequence in The Collector's den, as he was recounting the origin of the stones, we see a Celestial wielding the stone via their weapon.
The stones appear to recognize when they are being wielded, even when there's no direct contact, and channel some portion of their power through whatever object they're attached to. In fact, the post-credit scene for Age of Ultron makes it pretty clear that the MCU is leading up to the Infinity Gauntlet storyline, where Thanos will try to collect all 6 stones and attach them to his gauntlet.
In the comics, having the completed Gauntlet gives its wielder effectively unlimited power over the universe; it's the reason a human can even wield the power of the stones without dying, because whatever "thing" they're attached to acts as a buffer.
It's not clear why no one was able to use the Stone inside the Orb until it was opened; it's likely that the Orb was specifically designed to contain the stone, as opposed to being designed to wield it, but I don't think anyone's ever mentioned in-universe.
