create objects in java

How many ways?

There is one way:

Object object = new Object();

Otherwise the Object needs to be given by another part.
One can hand over Objects/Copies of Objects as arguments:

public void method(Object object){
  // doany();
}

But then the Object has been there in the ohter method.

It's sometimes not directly visible where an Object is created and why/how it is coming up.
That's often happening when using a framework. Spring e.g. has a mechanism to "create" Objects by a XML definition.

EDIT: have you read this? Creating Objects - The Java Tutorial[^] @ oracle.com