Strategy Design Pattern : Calling constructor of behavioral class

I am going through the book Head First Design Pattern, and the first design pattern that I encountered was Strategy Design Pattern. I found it fairly easy to understand and implement, but while implementing I am facing one problem that I don't know how can we call the constructor of the behavioral class.

A snapshot from the book :

Here I am talking about how to call the constructor of FlyWithWings, Quack etc classes.

I will give an example of Strategy Design Pattern to understand it in a better way :

//Strategy Interface
public interface CompressionStrategy {
  public void compressFiles(ArrayList<File> files);
}

public class ZipCompressionStrategy implements CompressionStrategy {
public void compressFiles(ArrayList<File> files) {
    //using ZIP approach
  }
}
public class RarCompressionStrategy implements CompressionStrategy {
public void compressFiles(ArrayList<File> files) {
    //using RAR approach
  }
}
public class CompressionContext {
private CompressionStrategy strategy;
  //this can be set at runtime by the application preferences
  public void setCompressionStrategy(CompressionStrategy strategy) {
    this.strategy = strategy;
  }

  //use the strategy
  public void createArchive(ArrayList<File> files) {
    strategy.compressFiles(files);
  }
}

public class Client {
  public static void main(String[] args) {
    CompressionContext ctx = new CompressionContext();
    //we could assume context is already set by preferences
    ctx.setCompressionStrategy(new ZipCompressionStrategy());
    //get a list of files...
    ctx.createArchive(fileList);
  }
}

So in the above example RarCompressionStrategy and ZipCompressionStrategy are the behavioral class. So can it be possible to trigger their parametrized constructor class of these behavioral classes from CompressionContext class?