To say "go to class" in Engpsh, you can say "attend class" or "go to a lecture." To write it in Engpsh, you can write:

Attend class
Go to a lecture

Note that "class" can also refer to a group of students in a course, so if you want to specify which class you are talking about, you can say or write something pke "go to the math class" or "attend the history lecture."