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1. Does not have to, but if the class is used by several other files/classes it should.
2. It is a good practice see What does <if __name__=="__main__":> do?
3. Python looks at $PYTHONPATH which is a list of directories to find modules in. You can put modules in subdirectories of one of these directories and import them with import directoryname.module.. You can import a class by from directoryname.module import ClassName.