That's because the author of Java, A Beginner's Guide, 4th Edition most likely used the "default package". This way, you don't have to include any package. A package is a namespace declaration.
What the heck is a namespace declaration!?
A namespace declaration is simply a package which is made to organize your classes. For an instance, if you're going to have multiple classes for, let's say your GUI, and multiple classes for algorithms, blending them together is always a bit confusing. Sorting them in different packages, however is a superior solution.
There is also a naming convention which you should follow if other people are going to look at your code. Packages should be named after a top-level domain. I tend to create SourceForge projects and then I end up with something like this:
net.sourceforge.softwarename.security
, net.sourceforge.softwarename.gui
, etc...
Also note that you should never use upper case when naming your package. More info here.
You're going to encounter lots of situations like these when learning to programming. They're all a part of the game. You'll just have to figure out a bit by yourself.
The best I can do for you is to recommend Eclipse. Also, when learning Java, I would suggest that you do not use an IDE at ALL! That's because you'll learn to code independently. It's up to you, though.