Here is Microsoft's instruction page for creating a drop down list in an Excel spreadsheet -
Create a drop-down list - Office Support[
^]
As for getting the data onto the other pages you have several options
Most up to date and advocated by Microsoft is to use Power Query to filter your data - see
Power Query documentation | Microsoft Docs[
^]. All you would need here is to instruct your user to use the existing "Refresh All" button on the ribbon (or you could auto refresh everytime the sheet is selected by using a macro on each sheet's Worksheet_Activate() event
Or you could use filtered Pivot tables - see
Get started with Power Pivot in Microsoft Excel - Excel[
^]
Alternatively, you could write a macro (or VBA) to filter the original data and "copy" it to the other sheets. Don't use Copy + Paste which is what you will get if you record the macro use the Range.Copy [Target] method instead.
Alternatively, you could use formulae to carry over the values only if the class column matches a fixed value.