"java.lang" is not a file, it is a package. The classes contained in it are kept with all the other classes in a big jar file somewhere in the JDK installation. The fact that you don't have to import that package in your source file is merely a convenience provided by the compiler; it does not make that package special in any other way.
If you look through your JDK installation, you will find a big jar file somewhere that contains all the classes. You can use the "jar" tool -and particularly the "jar -tf" option- to examine what's in a jar file.
I'm not sure what you mean by "invoke" - the classes are *used* by the JVM, and thus by all tools that use the JVM: java, javac, jar, ...
If you are interested in the source code of classes in the java.lang package, then have a look at your JDK installation directory; you'll find a file named src.zip there that contains the source code.