Fromt what I see Application is a superclass that every javafx inherits from as you can see import javafx.application.Application
the start() method is already define in Application. And Application is just one of many classes in the JavaFX library you import. If you want to inspect those classes you can open inside .jar files to look at it.
I guess the professor didn't mention because in the scope of the course you don't need to understand the "black box" of the library. But inspecting them is a good way to understand more deeply about javafx. Personally I think we should be encouraged more to do that!