It is true that a lot of music is recorded digitally and then put on vinyl. I'm in a band and we did this exact thing for our latest release. The mastering engineer did a special master specifically for vinyl that is different than the digital release master.

It is possible to do the recording process analog, but it is more expensive and time consuming.

There's also a hybrid option that some elect to do, where they record to tape (analog) and then edit it digitally.