bar.rb

module YourGem
  class Bar
    def initialize(something, options = {})
      @something = something
      @options = options
    end

    def world
      puts 'world'
    end
  end
end

cli.rb

require 'thor'
require 'yourgem/foo'
require 'yourgem/bar'

module YourGem
  class CLI < Thor
    def foo(something)
      Foo.new(something, options).hello
    end

    def bar(something)
      Bar.new(something, options).world
    end
  end
end

foo.rb

module YourGem
  class Foo
    def initialize(something, options = {})
      @something = something
      @options = options
    end

    def hello
      puts 'hello'
    end
  end
end