classes in asp.net

when we create new web project in asp.net(C#) and add any Web form, then its .cs code begins with:

public partial class _Default : System.Web.UI.Page
{
...........
.....................
................................
}

so its a class basically and in OOP we learned that to access any memeber of a class we must make object of it, But i am confused that why we don't make any object here ? here we access everything directly like creating Connection object , displaying data on screen via response.write, calling functions etc, why don't we make any object of any class ?

Help !

-Regards