Pad class is also handy, say for if you want to put specials on a bunch of pads that don't have any other obvious rule. Like thermal pads from QFNs and power parts, then add a PolygonConnect design rule, query InPadClass('Direct'), rule no thermal relief.
The other classes are annotated from schematic view, so will be reverted if you update without also implementing them there. Check Project/Project Options/Class Generation (which is also where you remove Rooms, if you don't need them) to enable Component, Net and Structure classes. (Net classes can be assigned with directives, and component classes can be assigned by adding a "ClassName" parameter to the component.)
Tim