According to the Copenhagen Interpretation, when an electron is ejected from an electron 'gun' on one side of the experiment it leaves as a particle, and can be detected as a particle. But it immediately dissolves into a probability wave, which travels through both of the holes and interferes with itself to make a pattern of probability on the other side of the holes. At the detector screen, the electron can appear as a particle at any point allowed by the probabilities, but with some places more likely than others, and, crucially, some locations being absolutely forbidden. There is a 'collapse of the wave function' at the point where the electron is observed, or measured. It arrives as a particle.