We create Objects in flex by declaring type Object.
for example
var objSampleObject:Object = new Object();
and we create properties directly with dot operator without creating any class
objSampleObject.name="xxx";
objSampleObject.id=123;
My question is in above process is there any class is created internally by flex?
Yes a class is created internally, not by Flex, but by the Flash runtime. Is there any reason why you need to know that?