According to the book I'M reading clock = pygame.time.Clock() creates a new clock object. But when I took a look at the time module, I didn't find a class by the name of Clock so I could I have an object? All I found was a function and it was clock with a lower case c. Thanks.

There is a Clock class. I use it all the time. Go to the pygame documentation, and it will show you all the methods in it.
It will be in the 'time' documentation

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