We show that the coherence between different bacteriochlorophyll-a (BChla) sites in the Fenna-Matthews-Olson complex is an essential ingredient for excitation energy transfer between various sites. The coherence delocalizes the excitation energy, which results in the redistribution of excitation among all the BChla sites in the steady state. We further show that the system remains partially coherent at the steady state. In our numerical simulation of the non-Markovian density matrix equation, we consider both the inhomogeneity of the protein environment and the effect of active vibronic modes.