There are features that are available for certain subscriptions or plans only, Pdiegel.
The Class tracking feature is only available in QuickBooks Online Plus and Advanced plans. If you can't see this option, you're likely subscribed to QuickBooks Online Simple Start or Essentials plans.
You'll want to upgrade your subscription to be able to access the Class tracking feature.
After that, you can turn on the feature by following the steps provided by JessT. You can also check this article to know more about the Class tracking feature: Get started with class tracking in QuickBooks Online.
Aside from the Profit and Loss by Class report, there are other reports that you can access when you subscribed to QuickBooks Online Plus or Advanced. You can compare the availability of the reports through this link: Reports included in your QuickBooks Online subscription.
I'll get back to you if you require further assistance in pulling up, customizing, and exporting your reports. Have a great day!