The Tanya speaks about serving Hashem in thought, speech, and action. The idea of action manifests itself in doing such Mitzvot as putting on Tefillin or actually running to physically help a person in need. The Mitzvot of action are necessary in order to bring light into a world of darkness. It allows the blessed light of the Ein Sof to come into the world. The Tanya repeatedly speaks about the need to elevate the animal soul in man that longs for physical pleasures. The best way to combat this is to actually take physical objects and turn them into holiness. An example would be to take the skins of a Kosher animal and turn it into parchment. What was once actually a part of a physical animal is now a Mezuza or Torah. The skins that once had no holiness are now extremely holy. It is our task to try and change the physical and mundane into sanctity. The concept of Mashiach is to fill the world with holiness. When he comes, the world will go from materialistic to spiritual as the entire earth will be filled with the knowledge of Hashem. This is what we are really praying for when we long for the coming of the Mashiach.