Prestige class in D&D games are a bit complicated. In neverwinters nights there are lets say 8 normal classes and 20 prestige classes. You can choose any normal class without restriction but prestige classes have some prerequisites.
For example, you want to choose shadowdancer. You can't just start you character with it because it requires:
Feats: Dodge and Mobility,
Skills: Hide 10 ranks, move silently 8 ranks, tumble 5 ranks
So you need to start as rogue or ranger, level a bit, put your points in relevant prerequisites then choose shadowdancer if requirements are met.
It was a good implementation on D&D games because the games were all about multi/dual classing. Where you would start you character as fighter level it to 9, switch to wizard gain 12 more levels, switch to rogue gain rest levels etc. etc. Its just a random example, your character would be F 9/ W 12 / R X but you get the idea. The game mechanics are completly different.