I agree outdoor classes would be best. However if due to weather only a indoor class is held, at least get started. I have a older friend that tells the story of her taking her collie to classes that were always held at night at the high school. All ready to start showing in obedience, she was so excited about her first show with this boy. The show was held outdoors, and on the off lead heel, the dog started cruising the ring... lol.
Training outdoors, as stated, where the training needs to take place should help.