Class members that are objects - Pointers or not? C++

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If I create a class MyClass and it has some private member say MyOtherClass, is it better to make MyOtherClass a pointer or not? What does it mean also to have it as not a pointer in terms of where it is stored in memory? Will the object be created when the class is created?

I noticed that the examples in QT usually declare class members as pointers when they are classes.

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