I am currently learning Java using the Deitel\'s book Java How to Program 8th edition (early objects version).
I am on the chapter on creating classes and methods.
It's all about packages. You are trying to use a class from the default package which does not need explicit import of the java file, ie GradeBook inside GradeBookTest
Here is where you can start with learning about packages :
Java Package Tutorial
and :
Creating and Using Packages
You don't have to import classes which are in the same package.
Well, classes in the same package are automatically imported.
Java doesn't use includes the way C does. Instead java uses a concept called the classpath, a list of resources containing java classes. The JVM can access any class on the classpath by name so if you can extend classes and refer to types simply by declaring them.
From: Include one java file in another java file
They're in the same package. This tutorial will do more justice than I will.
Imports are for importing classes that are in a different package. Since you didn't declare a package for either they are both put in the default package. The compiler can find it because the class lives in the same directory.