Quoted from Oracle tutorial
Applications written in statically compiled programming languages, such as C and C++, are compiled into native, machine-specific instructions and saved as an executable file. The process of combining the code into an executable native code is called linking - the merging of separately compiled code with shared library code to create an executable application. This is different in dynamically compiled programming languages such as Java. In Java, the .class files generated by the Java compiler remain as-is until loaded into the Java Virtual Machine (JVM) -- in other words, the linking process is performed by the JVM at runtime. Classes are loaded into the JVM on an 'as needed' basis. And when a loaded class depends on another class, then that class is loaded as well.