Simplified, the only concept from your list that actually has a concrete in-memory representation is the Object and its members.
An Instance is a Relationship, more or less.
A Class is a code construct basically. Though to complicate things, you may have Objects in memory that represent class definitions. But they're still objects.
Definitions...
Class
https://en.wikipedia.org/wiki/Class_(computer_programming)
A class is a code construct mainly. At runtime objects are created using this code template.
In other words the class is the blueprint and the object is the building.
When an object is created by a constructor of the class, the resulting object is called an instance of the class, and the member variables specific to the object are called instance variables, to contrast with the class variables shared across the class.
Just consider Classes are the actual code. But when you're tracing or running your program you are dealing with Objects in memory.
Object
https://en.wikipedia.org/wiki/Object_(computer_science)
An object is a location in memory. Objects only exist in memory. If it's in code, then it's a class or something similar. If it's on disk, then it's the serialized representation of that object, but not the object itself.
Java JVMs typically allocate objects on the Heap. Java Primitives ( int, byte, char, etc ) may be on the stack. This may change in Java 10 ( Valhalla ), with Java Value Objects. But for now, that is normally the case.
JVM 8 Spec. Section 2.2
The Java Virtual Machine contains explicit support for objects. An object is
either a dynamically allocated class instance or an array. A reference to an object
is considered to have Java Virtual Machine type reference. Values of type
reference can be thought of as pointers to objects. More than one reference to an
object may exist. Objects are always operated on, passed, and tested via values of
type reference.
Basically, it's the regular Object-Oriented definition of an Object.
Instance
This is the least important term I believe. But the following answer does a good job...
The difference between Classes, Objects, and Instances
Basically an Instance is a relationship. Specifically the relationship between an Object ( concrete ) and a Class ( template ).
Class File
https://en.wikipedia.org/wiki/Java_class_file
A class file is simply the File-System object that holds your actual binary byte code. For most intents and purposes, the class file is only exists on the file system. Unless you're dealing with your build system, you shouldn't need to deal with class files much.
File containing Java bytecode that can be executed on the Java Virtual Machine (JVM). A Java class file is produced by a Java compiler from Java programming language source files (.java files) containing Java classes. If a source file has more than one class, each class is compiled into a separate class file.