Build Up Endurance in Spinning Class

Steps

Begin by warming up. When you get a good feel for the bike and your feet are secure, start pedaling while maintaining 90 rpm. Adjust the bike settings so that you can do 90 rpm at moderate effort. Do this for a few minutes.
Do some interval work once warmed up. It will be hard to communicate exact numbers in terms of watts because everyone is different. The objective is to pedal hard for 5 minutes straight, trying to work nearly as hard as you can given the time. It is important that you get out of your comfort zone for this five minutes. After the five minutes have passed, spin two minutes at an easy pace, doing your best to relax.
Continue the aforementioned set five times. You can do three the first time if you are too tired. Try to increase the number of sets that you do each practice. Also, try to increase watts over time and really get your heart rate up.
Take your pulse. Each practice you will notice that you can do more and more, while maintaining the same heart rate. This shows increased endurance.

if your knees begin to hurt you should ease off a bit to prevent injury.
There are many injuries that you can get on the bike. To mitigate the risks of spinning use good form. Talk to a gym trainer about having good form on the bike.
Talk to a doctor before doing these exercises.