I am always amazed at the number of people who post questions without bothering to look at the manuals. The CICS Application Programming Reference
manual on the LINK command states
If the requested program is not defined to CICS, and AUTOINSTALL is active, CICS supplies a definition for the program. If this is a local definition, and the linked-to program is not already in main storage, CICS loads it.
So you could have gotten an answer from the manual in minutes rather than waiting all this time for a post! And if you're going to ask if AUTOINSTALL is in use at your site -- don't. Only someone AT YOUR SITE can answer that question, say, a site support person.