Classified things are organized into categories. For example, classified ads in newspapers are arranged by type, with job listings in one section and apartments for rent in another. Classified documents, on the other hand, are for your eyes only. That is, if you have security clearance.
When you classify things, you arrange or sort them into groups, or classes — once this is done, they are classified. Your science book might include sections on animals, classified by species. Sometimes information is categorized as "top-secret," which is another meaning of classified: "I can't show you the classified documents. Only members of the city council can see those."