Here's the way to do it without using any external libraries:
// Define a class like this
function Person(name, gender){
// Add object properties like this
this.name = name;
this.gender = gender;
}
// Add methods like this. All Person objects will be able to invoke this
Person.prototype.speak = function(){
alert("Howdy, my name is" + this.name);
};
// Instantiate new objects with 'new'
var person = new Person("Bob", "M");
// Invoke methods like this
person.speak(); // alerts "Howdy, my name is Bob"
Now the real answer is a whole lot more complex than that. For instance, there is no such thing as classes in JavaScript. JavaScript uses a prototype-based inheritance scheme.
In addition, there are numerous popular JavaScript libraries that have their own style of approximating class-like functionality in JavaScript. You'll want to check out at least Prototype and jQuery.
Deciding which of these is the "best" is a great way to start a holy war on Stack Overflow. If you're embarking on a larger JavaScript-heavy project, it's definitely worth learning a popular library and doing it their way. I'm a Prototype guy, but Stack Overflow seems to lean towards jQuery.
As far as there being only "one way to do it", without any dependencies on external libraries, the way I wrote is pretty much it.