This week's book giveaway is in the OCAJP forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide 1Z0-808 and have Jeanne Boyarsky & Scott Selikoff on-line! See this thread for details.
All objects are created in the Java VM, while it is running. Some objects, like the String shown here, are created in the VM while a class is being loaded, so it's effectively created before your program code runs; but it's still created at "runtime."