I did a course in Birmingham a few years back, only 2 days, think it was with National Federation something or other based with there head office near Rugby.
Bona also do courses which are in Milton Keynes and yes you could set up your own business after doing it. Be aware though that the equipment is blooming heavy 75kg plus for sander and it will cost around £10K to get the equipment new although you may be able to get a bit cheaper if you are lucky enough to find anything second hand. I decided to drop it as at the time i couldn't afford to buy and it was too far to hire all the equipment but that would also be an option for you.