Why do you have to have a main method in a class MyClass to run a Java program via "java MyClass" ? What's going on here when the program runs?

GUI components have an "addActionListener" method which takes as an argument an object that implements the ActionListener interface. However, we don't actually have to build a class that implements the ActionListener interface, instantiate it as an object, and pass it to addActionListener.

 Instead we can just pass in a lambda function. Why is this allowed and how does it know to call that lambda method?