"The class is not easy."
A クラス is tens of students sitting together and listening to the same lecture.
Meanwhile, it can also mean 'level' as in 'A/B/C level' (e.g. 'This apple is B level. ') or a social class.
It's not required. There are no articles in Japanese, but the closest thing to "the" is その. But その actually means "that" (close to listener, or in general). So a lot of language learning programs like to push その as meaning "the" when it is technically incorrect.
Kurasu has a broader meaning than jugyō. In this context jugyō is more precise. Not that kurasu is wrong. But jugyō is just 1. more precise in meaning; and 2. it's the native Japanese wago word.