What is happening when i focus my attention on a particular body part? In an article i saw that "Thinking about an activity can actually activate the parts linking to that activity". So i thought of giving it a try and i started to focus on the digits of my feet (they are the reflex points to head and neck), and strangely my head felt light and the stress in my neck was gone. I tried the same with other reflex points too and the results are the same as if i'm applying pressure with my fingers. So what is actually happening in this process?
Short answer: You are discovering your bodymind.  

You might want to look into trigger point therapy and myofascial release as Western complements to the Eastern reflex points that you mention.  I seem to recall "tensegrity" as a bodywork term describing the human tendency to form an identity/integrity from the structure of interconnected tension in various parts of the body.  

Trigger point therapy, myofascial release, and other forms of bodywork deconstruct a person's tensegrity. So do solo exercise modalities like yoga and meditation. Your mental exercise may have been discovering tensegrity between your toes and your head and neck.  

The reflexes you describe will probably go away if you continue to do the exercise regularly. Think of the analogy of opening a window to let cool air inside so that you stop sweating.  

In addition to simply thinking about a body part, you can also tense it and then release it in what yoga people call bandhas. And you can imagine sending breath to a body part. 

All these methods redirect blood flow and neural activity to the targeted body part, which triggers whatever reflexes are connected to the body part.  Some of the reflexes are autonomic.  

Papers have been written documenting the ability of advanced yoga practitioners to consciously control the behavior of their autonomic nervous system, including slowing down their heart, etc.  Yogi Coudoux introduced a lot of westerners to this with his television demonstrations during the 1970s. You can Google Yogi Coudoux.

The reflexes that you may have triggered may simply be the first step in a progressively greater ability to control your body if you continue bodymind exercise.