Class modules are not common, primarily because most access apps don't need them. User defined classes are only one concept in OOP languages. You can find them anywhere.
It's not access specific, so if you think you need the knowledge, read up on what they are. For instance, in access you can have a user defined TYPE that looks something like this:
Code:
public type myType
prop1 as long
prop2 as long
prop3 as long
end type
and that code represents nothing more than an object created by the developer than has 3 dimensions to it that can each be measured by the LONG data type. If you google this, you can find numerous explanations of why and when you need this stuff. Rarely should you need them, though.
Chip Pearson has an excellent article on this, here:
http://www.cpearson.com/excel/classes.aspx
In terms of the "why's, where's, etc...", Chip's article is the best one I've seen to date.