Tivoli Storage Manager - How do I know which management classes are applied to my files and folders

In Windows you can use the Preview Include-Exclude option in the backup client.

Start the backup client and go to the utilities menu and select Preview Include-Exclude
bacclientutilitiespreviewinclude.png
In the Preview Include-Exclude Dialog, choose the type either Backup or Archive -- your normal nightly jobs will usually be of type Backup

Choose either to just show included files, excluded files or both.  This information is ascertained from settings in your dsm.opt file.

Choose  the directories and files to be reported on.  If you have a large file system and you choose a top level directory this command may take a long time to run and produce a large output file.

Lastly choose the output file and select OK.
bacclientpreviewincludeexcludedi.png
 
When the task finishes open the output file with notepad and it will look as follows with the files on the left and the management class on the left hand side.
previewincludeexcludeoutput.png

The same preview include-exclude can be achieved with the backup-archive command line in both unix and windows as follows.  This example will produce the same out as above.
previewincludeexcludecmdline.png
 
The -traverse=y option tells the backup-archive client to include subdirectories.