I downloaded a HDF file from here (MOD13Q1). Upon viewing the content I found that the file has 4800X4800 rows/columns(Resolution 250 meters). Now I tried to view the same file in QGIS. Upon zooming in I saw rectangular polygons having the EVI values. But in the file, I didn't saw any geometry column.
Raster files don't need a geometry column.
You just need the projection (sinu for this MODIS product) and the bounding box coordinates, that are stored in the metadata tags of the file. The rest is simple interpolation of coordinates.
Also, you can use the MODIS Reprojection Tool to get the native sinu projection into some other popular projections (UTM, etc)