Really, I saw "T" letter removed, so I thought that we have maybe two different classes.
OK, let's try and go through this gradually: while VisualLab's answer is correct I think that I can help you catch some fish tomorrow as well :-)
A leading "T" is a convention, /not/ enforced by the language or Lazarus IDE, that indicates that you're looking at a type.
A class is a particular flavour of type, and there's a great deal of magic in the compiler which does things to classes over and above what's done to other types (integers, arrays, strings and so on).
A class is instantiated by a call to its constructor, which in Object Pascal is normally called Create(). The constructor returns an instance of that class, which includes allocated memory and so on.
A class can have memory which is accessible by all instances, which is generally indicated by field names etc. marked with the "class" attribute. You would access a property (etc.) marked with the class attribute via the type name (e.g. TApplication).
If you start off at
https://lazarus-ccr.sourceforge.io/docs/lcl/ and use the index to find the description of TApplication, you see that nothing is marked with the class attribute. Therefore, all storage documented there is allocated to instances; you would access a property (etc.) viaa named instance (e.g. Application).
The above is a general discussion of types, classes and instances. Below is more specific.
The .lpr file ("Lazarus PRogram") is generated by the IDE, so it's reasonable to assume that it's correct.
The Application object is the sole instance of TApplication. The constructor is called in the Forms unit, and the global variable representing the instance is stored (and exported) there.
The IDE-generated code in the .lpr file does various things to the sole instance if TApplication:
begin
RequireDerivedFormResource:=True;
Application.Scaled:=True;
Application.Initialize;
...
It then reads the layout of the program's main form:
...
Application.CreateForm(TForm1, Form1);
...
[code]
which among other things instantiates the class TForm1 into the variable Form1, then it initialises the properties of the (visual and non-visual) components which make up that form from the .lfm file. It may then go on to instantiate other forms, all of this is handled "automagically" by the IDE and is not stuff you are expected to write.
Finally, having completed initialisation, it transfers control to code associated with the main form.
Your program is now running.
MarkMLl