The puzzle piece behind the blue class icon changes from black-and-white to yellow signifying that source code has been generated. The following generated files are saved in your working directory: car.cpp and car.hpp.
If you had chosen to build a Visual Builder Part from the Generate pulldown menu, then a car.vbe file would have been generated.
Note that if you were not using WorkFrame to access the Data Access Builder, then you would ensure that all three of the above mentioned checkboxes were selected.