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.class A file type that holds a compiled Java program/class.

.java A file type that holds the source code for a Java program/class.

Compile When java source code is converted into a form that the computer can easily understand. This converts a .java file into a .class file.

Execute To start and run your program.

java The command to execute/run a Java application.

javac The command to compile a Java application.

Notepad A Windows application that can be used to edit source code.

Run When your Java program begins execution. Has the same meaning as execute.