Each package in Java corresponds to a folder on the filesystem. So a package declaration such as com.stackoverflow would mean that the source classes need to be in a folder ./com/stackoverflow. Typically the whole project would have a separate src folder containing com/stackoverflow.
When you compile the Java classes you DO NOT need to put source files in the same directory as javac.exe, you do however need to make sure that javac.exe is in your operating systems PATH variable. This tells the operating system where it should look for executable files when a command is run, on a *nix machine this would usually be /usr/bin or just /bin but on Windows machine the executables normally live within the applications own directories, that is C:\Program Files\something. Assuming that you've installed JDK correctly, the javac.exe should already be in the PATH you can check this by opening the command line and just running javac (just like that). If you get some output then all is well, the system knows where to find javac.exe.
Next you will need to go to your project folder and type javac -d . src/com/stackoverflow/MainSO.java notice that is run from the project folder. This will create a folder called com in your project root and put the compiled classes in com/stackoverflow. The -d flag tells javac where to put the compiled classes, if you leave that out, the compiled classes will be where the sources are.
Then when you want to run the classes you type java com.stackoverflow.MainSO (no .class). Crucially this command will need to be ran in the directory that contains the root of the class hierarchy (that is the com folder containing the compiled classes). You can specify other places for java to look for the classes by providing a classpath to the java command with the -cp flag. By default the classpath will contain the directory the java command was ran in. Should your project have dependencies external .jar files for example you will need to provide every single one of them (with their full filepath) in the classpath (this goes for the compiler as well). The IDEs do this automatically for you.
Hope that helps.