This is the same relationship between a class and an object. A class tells you all you need to know about an object, but it isn't an object.
A class designer designs classes. From the class, you can then create (or construct) objects.
Suppose you worked at a restaurant as a chef. Several customers have heard of your famous tofu stir fry. Three of them order it. You make three dishes. Each of these dishes could be thought of as an object. The object didn't come out of nowhere. You had a recipe you were following, and used that to make each dish.
The recipe might call for tofu, red peppers, baby corn, mushrooms, and water chestnuts. Thus, each dish has these ingredients based on the proportion in the recipe.
While Java objects aren't dishes, they are analagous. Java classes aren't recipes, but they are analagous.
There are languages that support objects that don't necessarily support classes. Classes are like cookie cutters. They allow you to make many cookies that look alike.
You could also make objects where one object has significant differences from another object, and there's no mention of classes.