BGP forms neighbors via a TCP connection using OPEN and UPDATE messages that contain routing information. In order for routers to become neighbors with BGP the neighbor must be explicitly configured under the BGP process.
If the router receives a TCP request to join a neighborship and that neighbor is not explicitly configured the router rejects the packet. Once the OPEN messages have been exchanged and accepted the neighbor is put into an established state, once neighbors are established is when they begin sending BGP UPDATE messages to each other.
BGP neighbors establish relationships using internal (iBGP) which means anther neighbor within the same AS as the router or external (eBGP) which means a neighbor located in a different AS than the router.