There are multiple ways to do this in Tableau.
1) Parameter & Dimension Filter.
-- Create a Parameter ( say [Class Parameter] )
from the [Class] field of the Main Table.
-- Use the following calculation as a Filter on every view:
[Class] = [Class Parameter]
Filter only TRUE value.
-- Place the [Class Parameter] on a dashboard and select.
Note that only one value is allowed to select.
That's how Parameters work.
2) Filter Action(s) on a dashboard:
This is the preferred approach by far.
Actions allow multi-select, works across datasources,
easy to setup and flexible to configure.
3) With Tableau 10 (released today) comes another option,
which becomes my favourite one -- Cross-Datasource Filters:
Hope this could help.