Here is the difference between all the three:
File - It is a block of arbitrary information, or resource for storing information. It can be of any type.
Class - Its a compiled form of .Java file . Android finally used this .class files to produce an executable apk
Activity - An activity is the equivalent of a Frame/Window in GUI toolkits. It is not a file or a file type it is just a class that can be extended in Android for loading UI elements on view.