The rulebook has a fairly complete description of "in play" on page 25:
“In play” refers to cards that have been played or put
into play (in a player’s play area), to cards that are
waiting in the staging area, to the currently revealed
quest card, and to encounter cards that are engaged
with that player. “Out of play” states are “in a player’s
hand,” “in a deck,” or “in a discard pile.” Card effects
do not interact with cards in an out of play state unless
the effect specifically refers to that state.
Thats interesting. Thanks for your info. In the first Adventure (Mirkwood - I guess its called in english) you have 2 end cards (One of them - Beorns Path? worth 10 Progress points). It is with the requirement that you cannot finish the adventure if the Ungoliant is still "in play". For that quest, you cannot complete it if Ungoliant's Spawn is in the staging area or engaged with a player. If it's anywhere else (discard pile, encounter deck, shadow card), it doesn't prevent you from winning.