A concrete class in Pega is mapped to a table in the database. If you open the class rule and click on the button "Test connection" to the database it will pop open a screen and provide information on which database and which table. Note, more than one class can map to the same database table.
If a class is a table, then the properties in the class are like the columns in the table.
Take the Candidate case from SAE1. SAE-HRServices-Work-Candidate class represents the work object. You probably noticed that Candidate case has a more complex data model than one table in a DB would support. If you were to build out the data model in a DB directly you would create a separate table for each data object. And create columns in that table for each data objects attributes. And then you would use a join - primary key to foriegn key between these tables.
In Pega, you would create a data class in SAE-HRServices-Data-<object name> for each of the data objects. And create properties for each of the value columns. To join the tables you would create a page, page list, page group property in SAE-HRServices-Work with the page class definition of the data class. You don't need to define the join columns/properties, Pega does that for you behind the scenes.