Multiple classes of larger programs are usually grouped together into packages. See Packages - Defining for how and why to use packages.
It's possible to put more than one class in a file and have everything work. I did this for a long time for small programs, have given it up because it doesn't scale up as you create larger programs and development tools. IDEs like NetBeans require each class to be in a separate source file. Also, a very common development tool, Ant, works best when each class is in its own source file.