In Java, objects are created using the `new` keyword. First, we define a class, which serves as a blueprint for creating objects. When using the `new` keyword to instantiate a class, the Java Virtual Machine (JVM) allocates heap memory for the object and invokes the constructor to initialize it.

For example, consider a class named `Person`:

```java
public class Person {
    String name;
    int age;

    public Person(String name, int age) {
        this.name = name;
        this.age = age;
    }
}
```

We can create an instance of the `Person` class as follows:

```java
Person person = new Person("John Doe", 30);
```

In this case, the `new Person("John Doe", 30)` expression first allocates heap memory for the `Person` object, then invokes the constructor of the `Person` class, passing "John Doe" and 30 as arguments to initialize the object.

How are objects created in Java?