Right, the Time Stone has an ongoing effect that only works if it remains in play, and the Soul Stone’s “+6 to Thanos” effect won’t occur until you’ve played all six stones. But as long as you play the Power Stone last, its effect happens immediately, even if Killmonger destroys it afterwards.
Edit: Oops! I was misinformed. Someone said that the +8 to Thanos happens and stays there, but I confirmed that it goes away if the Power Stone is destroyed.