PHP class and page that needs to point to it - where does this code go?

I am trying to find out where to place code that allows feeds with thumbnail images. I have found some code that might do it but it's in two files and not created for Drupal.

The first file is the "class" .php file and the other contains the code referring to it.

I want to use this on a page, but I don't know what to do with the class file. Where would I upload it or paste it's contents?

As for using it, I'm also not sure about that - but I think I should create a page and select the php radial button - then just make my page - ?? yes?

Thanks