How to understand this java code?

for example:
* The HelloWorldApp class implements an application that
* simply displays "Hello World!" to the standard output.
class HelloWorldApp {
public static void main(String[] args) {
System.out.println("Hello World!"); //Display the string.
the explaination of above example is below:
above example
The method signature for the main method contains three modifiers:
public indicates that the main method can be invoked by any object. Controlling Access to Members of a Class covers the ins and outs of the access modifiers supported by the Java programming language.
static indicates that the main method is a class method (as opposed to an instance method). Understanding Instance and Class Members talks about class methods and variables.
void indicates that the main method doesn't return any value.
in that statement :
void indicates that the main method doesn't return any value.
while (System.out.println("Hello World!"); //Display the string.) is in
main method
when we run that example and it runs below result:
Hello World!
so i think "Hello World" is that the main method return value.
i know i have misunderstood.
who can help me?

What the hell are you on about?
System.out is a PrintStream. When you call print() or println() the parameter is displayed in/on whatever that PrintStream is associated with. If you have java 1.5 you can run the below code and see that the output will be in the file out.txt. Not in the console and definately not returned.
import java.io.*;
class OutTest {
  public static void main(String[] args) {
    File file = new File("out.txt");
    PrintStream ps = null;
    try {
      ps = new PrintStream(file);
    } catch(FileNotFoundException fnfe) {
      fnfe.printStackTrace();
    System.setOut(ps);
    System.out.println("Hello World");
}

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