I don't understand such code:

Suppose I have a class called MyClassA already:

public class MyClassA()
{
    ...
    public void doThis()
    {
        ...//code
    }

} //end of MyClassA

My problem is the following. When I created an object, instead of like
tradition ( ref_name = new ClassName() ), it follows a block, which
includes some new methods. For example:

public class MyClassB()
{
    private MyClassA classA = new MyClassA() {
        public void doThat() {

        } //end of doThat
    };
}

What does this mean? Is that the object classA NOW actually has both
methods to use (doThis(), doThat())? What is the name of such a technique?

Thank you very much.