Parsing programming approaches

On the Internet I found 2 approaches in programming, help me figure out how they are properly named, and in what case which one is better to use.

Links to literate manuals are welcome :)

Approach # 1:

var myVar = function() { return { myFunc: function() { ... } }; }(); myVar.myFunc() 

Approach # 2:

 function myClass(){ this.myProperty = 1; this.myFunction = function(){ ... } }; myVar = new myClass(); myVar.myProperty = 1; myVar.myFunction();