How the Css File is Linked without calling it in header.php?

The correct way to register styles in WordPress is to enque them through wp_enqueue_style function in your theme’s functions.php.
You can read and learn how to do it here – wp_enqueue_style

/**
 * Proper way to enqueue scripts and styles
 */
function wpdocs_theme_name_scripts() {
    wp_enqueue_style( 'style-name', get_stylesheet_uri() );
    wp_enqueue_script( 'script-name', get_template_directory_uri() . '/js/example.js', array(), '1.0.0', true );
}
add_action( 'wp_enqueue_scripts', 'wpdocs_theme_name_scripts' );