This is a very important question. Generally, Scala style seems to be picked up just by hanging out with other members of the Scala community, reading Scala source code, etc. That's not very helpful for newcomers to the language, but it does indicate that some sort of de facto standard does exist (as chosen by the wisdom of the masses). I am currently working on a fully-realized style guide for Scala, one which documents the community-chosen conventions and best-practices. However, a) it's not finished yet, and b) I'm not sure yet that I'll be allowed to publish it (I'm writing it for work).
To answer your second question (sort of): in general, each class/trait/object should get its own file named according to Java naming conventions. However, in situations where you have a lot of classes which share a single common concept, sometimes it is easiest (both in the short-term and in the long-term) to put them all into the same file. When you do that, the name of the file should start with a lower-case letter (still camelCase) and be descriptive of that shared concept.
