Intermediate Classes are found in the "Zumba Class" option. Unlike Zumba Party, it won't tick off which ones you have completed, leaving you lost if you don't remember the classes you have done.
You can either play through and exercise, or just sit down for 45 mins while the camera is staring at you and wait until the cool down (which I highly advise because these classes are the worst and the most irritating). When the class is over, thats one finished.
To avoid frustration, go in an order of 1-6 or 6-1 to save you getting lost or write down what you have done.
The achievement unlocks on the results screen after your last class.
This can be earned through Online classes as well as single player.