>Hi,
>
>I am watching one of the Pluralsight courses on EF (by Julie Lerman). The first thing she creates is a class project with a file .classes where she writes 3 classes (Ninja, Clan, NinjaEquipment).
>
>Does it mean that when I prepare my application database to be used with EF I have to create a similar class library classes.cs with a class for each of the tables in my database?

Depends. Sounds like she is doing 'code first' - in which case .NET will create the required tables in SQL based on the classes.
For an existing database the alternative is to simply add an Entity Data Model to the project and specify which tables you want to use - that will create the classes for you.