The main query is set up by WP class (curiously little known, since there is rarely reason to mess with it). It happens in between WP core finishing load and proceeding to load template, in wp-blog-header.php.
Note that some nuances of implementation:
WPclass works on a global, set up earlier inwp-settings.php- the global it works on is
$wp_the_query, which acts at original instance from which more commonly used$wp_queryis spawned. This two-variable implementation is used for detection if the main query had been modified, among other things.
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