A class is a blueprint; an object is an instance of that class.

public class Weapon
{
    public string name;
    public int damage;

    public Weapon(string name, int damage)
    {
        this.name = name;
        this.damage = damage;
    }

    public void Attack()
    {
        Debug.Log($"{name} deals {damage} damage");
    }
}

Weapon sword = new Weapon("Sword", 25);

Unity components usually inherit from MonoBehaviour and are created by Unity rather than with new.