In your example, where functor is a type, opposed to an object, the expression functor() is called an explicit type convertion in functional notation. A temporary object of type functor is created. The new operator is not involved in any way. The exact grammar of the explicit type convertion expression is simple-type-specifier ( expression-list-opt ), typename-specifier ( expression-list-opt ). Note that I used the suffix -opt opposed to the subscribt opt as the standard does it. See 5.2.3 Explicit type conversion (functional notation) [expr.type.conv] in the C++14 standard, or here on cppreference.
If the left hand side of ( is an expression, as in functor f; f(), the expression f() is a function call. The exact grammar is postfix-expression ( expression-list-opt ). See 5.2.2 Function call [expr.call] in the C++14 standard, or here on cppereference. Here you would say that the function call operator is used. The type of f, here functor, must overload the function call operator, see e.g. chapter 'Function call operator' here on cpprefrence. You might also want to read the page Function objects on cppreference.