Classes are pre-written ActionScript that you can use as is to create animation and other special effects.
There are two types of classes, classes that you can use to animate objects within your movie, and Document Classes that apply to the movie itself. With either type of class, you must first download it and store it on your own computer.
Within Flash, you must make sure that Flash can find the classes that you want to use. The easiest way to do that is to put the class and the movie in the same folder. A better way, especially if you are using your own computer, is to make a folder called "MyClasses" or some such name, then tell Flash to look in that folder for classes. You can do that by selecting Flash, preferences from the menu. In the window that opens, click the ActionScript tab. Next click the "ActionScript 3.0 Settings" button. Under both Source path and Library Path, click the folder icon and browse for the folder "MyClasses". Click OK until you leave the preferences window.