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VSCode doesn't automatically generate .class file for java

I'm new to java and learned that when creating a .java file usually there's a .class file generated automatically, which happened to the previous java files I created.
However, I forgot since when VSCode stops doing this when I create new java file.
Another problem is, when creating a new java file, the shortcut to type "main" and press enter doesn't generate
public static void main(String[] args) {
}
anymore. I have to literally type out the whole thing, otherwise I have to close this new file, open again, wait a few seconds to half a min or so for the shortcut to work.
Any reason why?

The .class file is generated by compiling the .java file. The following settings in settings.json control the generation of .class files in the bin directory.
"java.project.outputPath": "bin",
In addition, you need to download the Extension Pack for Java, read the official document for more help.
Also check the following settings to control the location of code snippet suggestions.
"editor.snippetSuggestions": "inline",

Sounds like you've used some sort of IDE before, maybe IntelliJ or Eclipse.
The .class files
The .class files are compiled Java source files, containing JVM bytecode. These are generated when you build your Java program, either via a build tool (Maven, Gradle, Ant, etc..) or by compiling the sources. Now, if you use an IDE in most cases the IDE will take care of building your project. If you use the stock VSCode without any Java related plugins, VSCode doesn't know how to build a Java project out of the box. I believe you can define a build task, and run that, but it doesn't support it out-of-the-box, without any plugins. So you should look around in the VSCode plugin marketplace what Java-experience-enhancing plugins you can add.
Code snippets and shortcuts
Not sure why you have to reopen files for shortcuts to work. That being said, you're looking for code snippets, or IIRC IntelliJ calls these live-templates. These are, well, templates for code generation, which you can invoke in your editor. IIRC VSCode doesn't have any Java related code snippets, you have to add them yourself or install a plugin that provides these. In IntelliJ, you have built in templates or snippets for stuff like the main function, for-each blocks, etc.. but again, IntelliJ is a JVM-focused IDE, a very good one too. VSCode is a really good tool, but you may have to install some plugins and add stuff in order to have the cosy IDE-like experience.

Why are my Java code changes not being reflected when ran from command line but working in Eclipse?

I am using a bash script to run my Java program that I made in Eclipse and the Java program is working fine when ran from Eclipse. It has my most recent changes which I can tell by some print statements that I just inserted and ran again.
However, these print statements and all my other changes are not being seen when I run my bash script, which literally just runs the program like this (using testNG):
java -cp ".\src\main\java;lib\*;" org.testng.TestNG ParallelTestXML.xml
I have already cleaned the project in Eclipse and made sure build automatically is clicked, although I think that is to fix if it isn't compiling recent changes within Eclipse. So I have no idea what else it could be.

Because .\src\main\java doesn't do anything useful.
Eclipse has this concept called 'builders' and 'project kinds', and depending on how you've set up your java project, eclipse's build-on-save architecture works differently.
Assuming you just went: "File > New Project > Java Project", and picked all the default options, the way eclipse is set up is that you have a src dir (the fact that you write src/main/java belies that you didn't do this, but I'll continue for the sake of example), and when you save any java file in eclipse, eclipse will immediately update a built view of this, and it will be in a dir hanging off of the project root called bin.
That's where the class files live, so if you want to run off of those on the command line, the right move is:
java -cp ".\bin;lib\*;" org.testng.TestNG ParallelTestXML.xml
Adding the src dir is completely pointless, unless the class files live right next to the source files, in which case calling that dir src is obviously very silly (as a general rule in programming, picking a name that clearly lies, is a very bad idea, for obvious reasons).
If you have some other project setup, for example, you've set it up as a maven project or a gradle project, well, it depends on how you configured eclipse whether eclipse is trying to 'match' the builds, or is triggering a full maven build every time you save, or if you're supposed to invoke maven manually. Most likely the latter. Let maven do the building, and maven will then build your stuff someplace. Generally, {projroot}\target\classes, but to 'run' your app if your app is built with maven, don't invoke java. invoke mvn, asking it to test your stuff. That way mvn will take care of your deps and the like.

Generating executable file in IntelliJ for Windows

I used to work on an IntelliJ project that was started before I started working on it. This project had a configuration that allowed me to generate an EXE file that could easily be sent to windows users.
It would generate a massive EXE file bundled with all the needed JARs of the application, and upon running it the first time, it would silently "install" itself into the AppData folder, as if it were a regular windows setup file, even though the user would not even notice it doing that installation.
I am trying to configure a project in IntelliJ to do the exact same thing, but first I have not been able to output the exe file by selecting "exe" as the Java FX native bundle type. It just generates a .jnlp and .jar file. When I select "all", as per some other post here in stackoverflow, it generates an exe file, but only with a few kb in size, which does not contain any of the .jar files that should be part of it. Moreover, when I try to open it, it just crashes saying the main class was not found.
Am I missing some setting for building the project? I am using IntelliJ 2018.3.2
Here are some screenshots:

I have been able to get past this error, after changing the verbosity of the compilation and going through the logs.
There was a log message which helped fixing this:
The process complained about the Inno Setup Compiler missing, which was right. Makes me wonder why IntelliJ would have that feature built in if it depends on external tools but does not notify the user clearly of this.
Detected [iscc.exe] version 0.0 but version 5.0 is required.
After going to the Inno Setup site, downloading and installing the tool, I was able to get the executable to be generated.
Now I am struggling with another error, which is the executable complaining about the main class referenced in the Artifact not being found, but at least I have moved past the first problem! Going to tackle this one now...

The best solution for this is using exe generator software.
There is plenty of exe generators out there.
EXE4J is the most simple & easy tool to use.
In EXE4J,
You can upload your main jar file and select the main class.
I think this will be solved your problem.

This may be due to you`ve extracted Jars to your output root, while you neet to Put it(you can check difference by deleting everything from your output root in Output Layout screen and then just right click on jar on the right side, you will see two options here, try another one

How can I make a program executable by double clicking? [duplicate]

This question already has answers here:
How to make an executable JAR file?
(5 answers)
Closed 8 years ago.
I wrote a JAVA program for my wife to compare coupons stacked with sales on different item sizes to save her time on her shopping-trip-planning. Now I need to put it on her computer in such a way that she can double-click something, and have the program run. I'm not finding anything good on the interwebs (like a decent step by step).
It is a simple program, one class with a nested class, and various imports of swing, awt, and text.
Since it's my wife's computer, I can make sure that she is running the appropriate JRE. Thanks in advance for any help.

You can use Launch4j application. That convert executable jar file to windows native executable application.
You can also embed JRE with it so if JRE is not installed on machine the application will run.
you can also add some other mechanism to it also like loading image, icon, etc.

I assume you are using Eclipse. In this website they given it very clearly for eclipse.
Create Executable files in eclipse

Export it to (or create a) executable Jar.
Most IDE's will do this (I think you have to dig around Eclipse a little) or take a look at Packaging Programs in JAR Files and Setting an Application's Entry Point if you want to do it by hand
Most GUI OS's will run the Jar via a double click.
You could also investigate generating a native executable wrapper, which will make the program "look" more familiar to the user, including launch4j or exe4j or Packaging a Java App for Distribution on a Mac depending on your target platform

Use NetBeans and simply 'Build' the jar file. This will produce an executable file within the 'dist' folder of your project.
Eclipse is the same however slightly more hidden.

How to run a java executable file on other computer

I made a small application using Java Swings and then created a jar file of the project using 'clean and build' option in Netbeans. Then, I converted that .jar file in a .exe file using the software 'Launch4j' and it was perfectly running on my laptop. However when I tried running that exe file on other laptop. It displayed the error: Class NewJframe.firstfile couldnot be found.
( I made the database on the other laptop also with MySql Connection).
Please help me clarify why I am getting this error.
Also, I would like to know what all are the requirements to run an .exe file on other computer which I made from a .jar file?

I would pretty much expect something like Launch4j to take care of all your packaging requirements; did it give you options to "include all dependencies" that you didn't click "YES" to...?
It sounds like it's packaged your app, but possibly not the Java runtime envt it needs to run your app.

Try giving him the JAR file and see if he can run that. If he can, It's a problem with Launch4j, if he can't it's a problem with Java.
Alternatively try something like Excelsior JET instead.

Class NewJframe.firstfile couldnot be found
Launch4J only bundles your application's main JAR file inside the .exe (or not even that if you select "don't wrap JAR") - any other JARs that the main one depends on must be present in the same relative locations, you can't necessarily copy just the .exe.