As I said earlier, all values are conceptually pointers to objects on a heap, and you don't ever have to explicitly free memory.
By "object," I don't necessarily mean object in the object-oriented sense. I just mean data objects like Pascal records or C structs, which can be referenced via pointers and may (or may not) hold state information.
Some versions of Scheme do have object systems for object-oriented programming. (This includes our own RScheme system, where standard Scheme types are all classes in a unified object system.) In this book, however, we use the word "object" in a broader sense, meaning an entity that you can have a pointer to.