I don't think any resort on property offers classes or any sort. There were plans to add health and wellness suites to the Contemporary but those fell through. I believe they would have offered concierge classes for those suites but I don't completely remember.
I think if you want a class of any sort you'll have to leave property but maybe someone else knows something I don't. I just run when I'm there or use the fitness equipment in one of the gyms.