The flow of control
When you click the Play button, the method named main is automatically executed.
The code in the main method calls the method named setTheStage.
This causes those actions necessary to set the stage to be executed.
In programming jargon, we say that when one method calls another method, control passes from the calling method to the called method.
In other words, in this case control over the program execution passes from the main method to the method named setTheStage.