Java Class having another class outside the main class

I read online about inner class, but my nquestion here is about a java main class having other small classes outside the main class but in the same file.

I want to know in general whether this is a good design over inner classes/ putting the class in its own file.

But by encapsulation should i be grouping things together where they are used?

  File Name : MainClass

   public MainClass{
   ....
   }  
   class InnerClass{
   }

What is the advantage of this over inner class and is this a good design pattern to start of with

Everywhere i have read online they state about inner classes in this way

File Name : MainClass
    Public MainClass{

       class innerClass{
        }    
    }

Why someone prefers the frist one over the second, when the secon class is a non-static one?