There was an ad at my local rock gym for a multi pitch class. How in the world would you multi pitch on 40 foot walls?

Really, really short pitches.

The real answer is that a) they are going someplace other than the gym or b) they are simulating the skills used in multi-pitch climbing in a much smaller setting. You could easily teach most of the skills needed for multi-pitch climbing in the controlled setting of a gym and then transfer those skills to the outside-real-world.

I'm going to guess option "a" because it's difficult to teach anchor building in a gym (considering most multi-pitch requires gear in north america).

Yet there are an awful lot of multi-pitch climbs that don't require gear for anchors. If a gym is offering the class, the "b" option is far more likely - all you need are a pair of bolts at the 20' level (and maybe a pair at the 6' level for the initial teaching of absolute beginners - plus those can serve double duty for teaching how to rig a sport pitch for lowering or rap).

tons of sport multi in the rockies and other places ....

I guess what I was saying was that it seems odd that there'd be a multi-pitch class that didn't involve anchor building without bolts. Maybe it's just my experience, but it seems to me that building a gear anchor should make up a pretty large part of a multi-pitch class in North America. Maybe the OP is French.

Look at some of the questions and discussions that come up on this site - just the management and what to do on multi-pitch confuses many, regardless of the anchor. I once encountered a party in the Gunks who thought it appropriate to untie since "we're on a big ledge". Even if just a pair of bolts, there are better and worse ways to rig them as a multi-pitch anchor, and in Utah alone I can easily think of over 3 dozen multi-pitch routes where all the anchors are bolts. There are also places like Whitehorse Ledge, Yosemite Valley, Tuolumne Meadows, and of course El Portrero. Although closely associated with multi-pitch, anchor building with gear is a separate skill set.

yeah, ok. i stand corrected. i guess i was just using my own narrow experience.

This is somehow new?

Really, really short pitches.

The real answer is that a) they are going someplace other than the gym or b) they are simulating the skills used in multi-pitch climbing in a much smaller setting. You could easily teach most of the skills needed for multi-pitch climbing in the controlled setting of a gym and then transfer those skills to the outside-real-world.