What should you do if your high school doesn't offer advanced classes?
Most colleges/universities ask that your Guidance Counselor provide a profile of your high school with his/her support materials for your application - or the admissions officers may be able to access the website of your high school online to see the profile. The reason this profile is of interest to admissions officers is that it lets them compare what you did in high school with the offerings which were actually provided by your school. You won't be penalized for not taking advanced classes if your high school doesn't offer them.
Do arrange to take the most challenging courses offered, however, as they are appropriate to your interests. That is, if you are considering college/university studies in Mathematics, for instance, you would want to take the most challenging courses you can in that area. If your high school does not differentiate at all among the various courses of a certain subject, this will be apparent in the profile. This is probably an issue for you since you're reading this answer, so you might want to arrange to send a copy of the school profile with your applications yourself to make sure that the admissions officers do have a clear idea of what was available to you.
Some high school students arrange to take courses at local community colleges or four-year colleges/universities while they are still in high school - either during the school year or during the summer break. You would then submit these grades with your regular college application. This would give you a chance to do more advanced work in selected areas. If this is not a viable option for you, however, don't worry. Just make sure that the admissions officers at the institutions to which you are applying are aware of the actual offerings at your high school and do your very best in the courses which are available to you.