Where is the code of a new view i've created?
If you click on the Theming link in the Advanced tab, you will get a list of possible template files that you can use. See here:


Next, you can click on "Display Output" to get a copy of the PHP that is powering the view. See here: 


Copy that PHP into a file and save it using the naming pattern of your choice from the list beside "Display Output". 

Click on "Rescan template files" to make your theme aware of the new template. 

Now, any changes you make to that template - add CSS classes, etc - will automatically be picked up.

If you wish to edit HTML for the style or row, just click on the relevant "Style Output" or "Row Style Output" link instead of "Display Output".

I hope this helps you.