Be sure to go with him and watch him and calmly praise him when he goes. Don’t go crazy praising him, or he is liable to stop, just calmly let him know that he is good! It doesn’t matter if it is 100 degrees or 10 below zero; raining or snowing, if you don’t go outside and monitor your puppy, you will not know if or when he is going potty outside which means he is likely to come back inside and go potty.
While your puppy is confined to the bathroom or his pen, he is developing a habit of eliminating on paper because no matter where he goes, it will be on paper. As time goes on, he will start to show a preferred place to do his business. When this place is well established and the rest of the papers remain clean all day, then gradually reduce the area that is papered. Start removing the paper that is furthest away from his chosen location. Eventually you will only need to leave a few sheets down in that place only. If he ever misses the paper, then you've reduced the area too soon. Go back to papering a larger area.
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.