Java applet :where is javahtml directory?

Dear Java Help:

I am a very new java programmer. In trying to complete a Java applet tutoria
l the instructions say I should compile the following code

import java.applet.Applet;    
import java.awt.Graphics; 
              
public class HelloWorldApplet extends Applet {

  public void paint(Graphics g) {
    g.drawString("Hello world!", 50, 25);
  }
  
}

which I did and it created the expected HelloWorldApplet.class file.  The in
structions say I should save the HelloWorldApplet.class to the classes direc
tory but I do not find any classes directory after doing a system search.  I
 can not find a javahtml directory either.

Am I missing something in setup to run javaapplets?  I checked the setup ins
tructions and I do not see anything missing.

Any feedback is appreciated,
Banjo