Logical indexing is a straightforward way to filter by array:
data[data[:,1] .== 1, :]
If, however, you read your file as a data frame, you will have more options available to you, and it will track your headers:
julia> using DataFrames
julia> df = readtable("file.txt", separator=' ')
5Γ4 DataFrames.DataFrame
β Row β CLASS β col2 β col3 β _ β
βββββββΌββββββββΌββββββββΌββββββββΌββββββββ€
β 1 β 1 β "..." β "..." β "..." β
β 2 β 1 β "..." β "..." β "..." β
β 3 β 2 β "..." β "..." β "..." β
β 4 β 2 β "..." β "..." β "..." β
β 5 β 2 β "..." β "..." β "..." β
julia> df[df[:CLASS] .== 1, :] # Refer to the column by its header name
2Γ4 DataFrames.DataFrame
β Row β CLASS β col2 β col3 β _ β
βββββββΌββββββββΌββββββββΌββββββββΌββββββββ€
β 1 β 1 β "..." β "..." β "..." β
β 2 β 1 β "..." β "..." β "..." β
, DataFramesMeta, ( ). @where SQL-:
julia> using DataFramesMeta
julia> @where(df, :CLASS .== 1)
2Γ4 DataFrames.DataFrame
β Row β CLASS β col2 β col3 β _ β
βββββββΌββββββββΌββββββββΌββββββββΌββββββββ€
β 1 β 1 β "..." β "..." β "..." β
β 2 β 1 β "..." β "..." β "..." β