The data is loaded from the source when you do a load. For users, the file is loaded into RAM when they open the file, just like any other file. In a client server environment, you can preload files into RAM as well. QlikView also caches data, I believe even for files you have closed.
To clarify an earlier answer, the associations are made at the END of the load script. Until then, as best I can tell, QlikView makes no attempt to associate your tables. This seems logical, as until then, you cannot be certain of any associations.
If you turn the computer off, you no longer have the document in memory. To put it back in memory, you need to boot the computer and open the document. There's nothing special about QlikView files in this regard. They're just files.
"what type of languages or scripts we can use in the script editor apart from sql like jscript or vb etc."
QlikView Script. It has its own scripting language. I agree with GandalfGray that you won't need to code macros for basic applications.
Please see below for some information on the load process...
The data records are read into the memory, so that all the processing of data may be done through memory. I am sure you know this bit. QlikView treats all the data as Data Element Type (Columns / Fields) and Data Element Values (Values / Records). So each different data element value of each data element type is assigned a binary code and the data records are stored in binary-coded form and they are also sorted. By using the binary coding, very quick searches can be done on the tables. Also, QlikView removes the redundant information information and reduces the amount of data. However, the redundant information in stored as seperately with the frequencies for each unique data element value and across each data element type. When user makes a selection on data element values then the implied selection (possible values) are kept track seperately to present them to the user. By this process QlikView can perform rapid linear searches.
I understand this is not in detail but just a quick overview. I hope this helps!