How are text messages saved/restored?

Guys, I need your help with something.

I've recently replaced a faulty iPhone, and when I re-synced everything was back to normal on the new phone, text messages included. However, a friend of mine said that her text messages appeared on the new phone, without re-syncing the data!

Is this true, or is she being dumb? I'm sure they're backed up in iTunes and not on the sim/phone/cloud or anywhere else?

Could someone explain how the whole text messages are backed-up and restored?

Thanks