The short answer to your question is to use the client options file include
statements to direct specific files to specific management classes:

include c:\my documents\...\*.*         weekly_class

You can probably already tell that this is somewhat cumbersome for a daily,
weely, monthly scheme.  This is because ADSM wasn't designed to work like
this. ADSM has the ability to keep any file backup for any length of time.
 So, if you have the requirement to restore a dump file six months from now
you create a management class with a retention period of 180 days then
direct the appropriate files to that management class.  Additionally, you
should also decide how many different versions a file you would like to
keep as well.  For instance if a dump file changes everyday and you would
like to be able to restore any previous version for 180 days, then set the
number of versions to 180 and the retention period to 180 days.

You really don't need to use the daily, weekly, monthly paradigm anymore.
 Determine what the various retention periods your business requires and
implement them.  ADSM will do the rest.

Kelly