Apple TV

Apple Music Classical is available as a separate app on iPhone (and iPod Touch) only. Not for other devices at this time; on those other devices, find classical mixed in to the general Apple Music app.

Apple Music Classical is here - Apple Newsroom

That was all that came up when I did a cursory search on Apple TV. Try searching in the music app on another device and add the playlists, songs, artists, etc that you like to your Apple Music Library - then this will show up in your Library on the tv. There’s an “Apple Music Category” to make selections in. This is what I found in 🔍Search:

There’s a classical station. Use the search tool; type or use Siri.

Thank you for asking