How do you do that? I have no options to start a class when I enter, all three groups of girls when I talk to them it says I have to get my authority up, and when I goto either Madison or Veronica there is no option for me to say anything. I can only walk up to them and leave again.
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I guess you don't own the college.
You do that by progressing Madison and Veronica to 4 hearts and then asking Madison to sell you the college by visiting their mansion (on a weekend)
You should have the option from there, but to make your classes more effective you may want to buy the property upgrades, talk with Madison and Veronica, maybe check the library.