There's is a couple of things you can do...

If you don't want loose sight of your Brompton, buy the "B Bag" that goes with it. The bag allow you to carry your Brompton out of view from others just like a bag pack. I don't think anyone will really deny you entrance to a class with that, unless you're not allowed to bring any bags at all (like in some libraries).
It's also handy with bad weather, because not many will be too happy if you bring a muddy bicycle inside.

On the Brompton a normal ringlock can be fitted, look for example for an "Axa Defender" lock. Some models allow you to also insert a steel cable into the lock, in order to secure your bike to a solid object.
Another type of lock that goes well with folding bikes, is the folding lock like the "Abus Bordo". These types of locks are very rugged and fold down to a very small size.
Another fun lock you could use on your bike are the "Masterlock Streetcuffs". Designed like handcuffs, they can keep your bike safe too.

The trouble with many folding bikes however is that they have lots of adjustable components. So even if you secure your frame to a bike rack, your seatpost e.g. might still be vulnerable to theft. So you have to really consider if you like to expose your expensive Brompton to 'hazards' like that.

Personally I would prefer to keep my folding bike with me, whenever I can. And I think you can easily bring one into a class room, especially when it is covered.