beginner's custom entity design question

I've been reading a lot of articles about custom entity vs strongly typed
dataset and decided go with the custom entity model.

Just curious about how to design classes.
For the simplicity of argument, say I have three tables in the database,
Client, Code, Vendor. It's simple enough to create 3 classes with methods
(such as insert/delete etc) and public/private instance variables that
corresponds to the columns in the respective tables.

Now when you join different tables (say Client and related Code for this
Client), you have to create a class for this. And if you have many tables
that join different tables, there are a lot of classes that I need to
create. Is this how usually done to follow custom entity model?

Thanks