You should always accompany your puppy outside for potty breaks. You’re there not only to ensure that he actually goes, you’re also there to reward your puppy with a treat for going in the proper spot. Wait until your puppy finishes eliminating and immediately give him a tasty reward for a job well done. If you wait until you get back in the house, your puppy won’t make the connection between his elimination and the reward.
Before enrolling with a particular club contact them and ask if you can go to watch a class without your dog. This will help you decide if this is the right environment for you and your dog. Some clubs have waiting lists and you will need to book ahead, some accept people on a roll on roll off basis. Prices will vary from a joining fee and then weekly payments to a one off fee for a certain length of training.