Write a Python code to create a database file and a table named 'Student_Details with three columns, 'Roll No, 'Student Name' and 'Student Class'. Support your code with suitable comments.

To create a database file and table in Python, we can use the SQLite library, which is a built-in library in Python. Here's the code to create a database file and a table named Student_Details with three columns:

```python
import sqlite3 # Import SQLite library

# Create a connection and cursor object
conn = sqlite3.connect('mydatabase.db') # create/ connect to database file "mydatabase.db"
cur = conn.cursor() # create cursor object to run SQL queries

# Create a table
cur.execute('''CREATE TABLE Student_Details
(Roll_No INTEGER PRIMARY KEY,
Student_Name TEXT,
Student_Class TEXT)''')
# Here, we are creating a table named 'Student_Details' with three columns - Roll_No (Integer Primary Key), Student_Name (Text), and Student_Class (Text).

# Save (commit) the changes
conn.commit()

# Close the connection
conn.close()
```

In the above code:

1. We first imported the SQLite library
2. Then, we created a connection object to connect to a database file 'mydatabase.db'.
3. We created a cursor object to execute SQL queries.
4. Using the cursor object, we executed the CREATE TABLE query to create a table named 'Student_Details' with three columns.
5. Finally, we saved and closed the connection to the database file.

Note: If 'mydatabase.db' file is not present in your current working directory, a new database file with the specified name will be created by the above code.