Everything in Java is associated with classes and objects, along with its attributes and methods. For example: in real life, a car is an object. The car has attributes, such as weight and color, and methods, such as drive and brake. A Class is like an object constructor, or a "blueprint" for creating objects.
What pega have explained in the article is, when we are creating data table the name of the data table should convey business needs. Based on the data table name only data class will get created.
Data object is nothing the values which you are going to hold inside the data table (Based on any category, separate fields).