Magento 2 - Prohibits depends directly the ObjectManager, but all object can use factory object

Question

As Magento prohibits depending on and directly using the ObjectManager, whether all object can use factory object to instantiate?

Answer 1

Short answer: YES.
Long answer.
All the objects that are not instantiated directly using new can have a factory.
By that I mean if you have a class Some\ClassName and you try to instantiate the factory class for this class that does not exist new Some\ClassNameFactory most probably it will not work.

But any factory that does not exist but it used as a dependency for an other class gets automatically generated as long as the class name ends with the keyword Factory.

Example:
You have this constructor

public function construct(
    SomeClassFactory $someClassFactory,
    OtherClassFactory $otherClassFactory, 
    EvenOneMoreFactory $evenOneMoreFactory
) {
    ....
}

if the classes SomeClass, OtherClass and EventOneMore exist, the factories will be autogenerated.

If you manually created the classes SomeClassFactory, OtherClassFactory or EventOneMoreFactory for some reason, they will not be autogenerated anymore. Your factory classes will be used.