A .class file is a compiled .java file.
.java is all text and is human readable.
.class is binary (usually).
You compile a java file into a class file by going to the command line, navigating to the .java file, and running
You must have a java SDK installed on your computer (get it from Oracle), and make sure the javac.exe file is locatable in your computer’s PATH environment variable.
Also, check out Java’s Lesson 1: Compiling & Running a Simple Program
If any of this is unclear, please comment on this response and I can help out 🙂