This week's book giveaways are in the Refactoring and Agile forums. We're giving away four copies each of Re-engineering Legacy Software and Docker in Action and have the authors on-line! See this thread and this one 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."