Unit Test - New Operator - Redesign and Inject

The following class is very hard to unit test:

public class UserService
{
    public void Update(User user)
    {
        UserDAO userDAO = new UserDAO();
        userDAO.update(user);
    }
}

In chapter 7.6.2 of the book Practical Unit Testing with JUnit and Mockito, Tomek Kaczanowsk suggest we should inject as following:

public class UserService
{
    private UserDAO _userDAO;

    public UserService(UserDAO userDao)
    {
        _userDAO = userDAO;
    }

    public void Update(User user)
    {
        _userDAO.update(user);
    }
}

However, how can we use UserService without creating UserDao?

public class UserController
{
    public UserController()
    {
        // How do we initialize UserService without understanding about UserDAO here
    }

    public ActionResult Update()
    {
        var user = new User();
        _userService.Update(user);
    }
}