Choosing in which class service-REST needs to be created depends on the scope of the service-REST.
If you want to use this service across the Organization(Pega rule of type organisation), then you might want to create this in Org-Int- class and all the request and response properties that service requires must be accessible to that class.
Either, you can create separate classes for these properties or use existing properties in the inheritance path of the applies to class of service-REST depends on the usecase.
If we assume we want to design a service-REST which can be accessible across organization of that application(in Pega),
2. Create all request properties in this class/ create a new class Org-Int-myRestService_Request/ use properties in the inheritance path
3. Create a class for response properties like Org-Int-myRestService_Response
4. Create service activity in the Org-Int-myRestService or any where in the inheritance path.
Note: Basically we have to decide the scope of the service. then we must choose the applies to class for that service.We can always use request/response properties and service activity from any class which are in the inheritance path of the service-REST class.
You can refer this article for creating serive package and other rules.
First create service Package->service class-->Service-REST method-->upload sample request and response XML/JSON samples it will generate the stream rules accordingly in the service package you will find the end point URL to expose as REST API.
You need to create your own class which has the data model that you desire, which represents the data that will be going in/out of your application. There's no concrete information that can be provided to answer your question.