ASP.Net CssClass is an abstract wrapper around the css "class" specifier.
Essentially, for most intents and purposes, they are the same thing. When you set the CssClass property to some string like "someclass", the html that the WebControl will render will be class = "someclass".
EDIT: The CSS selectors you have written are both "correct", but they do two different things. ".someclass th" matches any descendant th element of an element that has the "someclass" class. The second one matches the th element itself that has the "someclass" class.
Hope that's clear. Regardless of the way you specify the class for the elements (using ASP.Net's CSSClass, or just setting the class), your CSS selectors will do the same thing. They don't have anything to do with ASP.Net specifically.