First I would like to congratulate you on your choice to learn the profession of copy-writing. Whether you are entering the work world or changing careers, I want to wish you the best of success and happiness.
It would be difficult to recommend a specific course since I am unfamiliar with your prior experience in the writing and editing field. Wanting to pursue a copy-writing career already tells me that you have the motivation to write, which is a great place to start. Choosing the right course is really a matter of preference. What may be the right course for you may not be the right course for someone else. Asking yourself these questions can lead you in your search:
Do you want to take an online course or attend a class in person?
Do you want to enroll in a university or take an accredited course?
What specific skills do you want to gain from taking this class, and what class can best help you acquire those skills?
I hope that asking yourself these questions leads you to the course that is right for you.
Here are some writing/editing websites recommended by an editor working in the profession. They provide up-to-date trade information about the industry. Learning about current news in the field can help you for interviews.
In addition to subscribing to these newsletters, you can also use these websites to search for jobs. Publisher's Marketplace, Publishers Weekly, and Media Bistro all have job board sections on their websites as well. I hope this leads you to the career path of your dreams.