Is it possible to use anonymous classes in C++?

I have seen anonymous classes in C++ code on Quora. It's successfully compiled and run.

Code here:

#include <iostream>

auto func()
{
    class // no name
    {
      public:
             int val;
    } a;

    a.val = 5;

    return a;
}

int main()
{
    std::cout << func().val << std::endl;
    return 0;
}

So, Is it valid in C++?

Also, I am curious to know, Is it possible to use anonymous classes in C++?