I don't know exactly which online course to suggest. But there may be plenty of online bioinformatic courses. You can try. Also read some
basic bioinformatic manuals with google search.
I can give you a brief introduction:
This is normal sequence
You always or mostly need to convert this normal sequence into fasta format for bioinformatic applications: the following is the fasta format. (please read about fasta format sequence, may be here I couldn't convert to fasta format)
Then, you need to observe whether your sequence coming from Eukayotes or Prokaryotes.
If the sequence from prokaryotes (mostly bacteria), (please read Whittaker's five kingdom concept also), you can use the sequence directly without cutting the introns from the whole gene (ATG to UGA or other stop codons) and you could use it for the putative conversion of protein using expasy tool.
If the sequence from Eukaryotes (plants, animals , fungus, algae , amoeba etc other than bacteria or virus), you can use the sequence after cutting the introns/UTR or non coding regions (as the living eukaryotic cell do splicing or alternative splicing) from the whole gene and (ATG to UGA or other stop codons) you could use it for the putative conversion of protein using expasy tool.
You can use it two or many fasta sequences of whole gene (genomic) or mRNA (spliced product) or protein to align them using clustal omega or clustal X (If you want to convert to fasta or ALN or Phylip formats) for further usage in DNAsP, Arlequin, MEGA (you need to read manuals of these softwares and these are user friendly softwares).
If you want to retrieve any orthologous or paralogous sequences, you could directly use NCBI BLASTN for nucleotide, and BLASTP for protein.
For protein modelling you could use Geno3d for your protein to search four suitable templates with maximum identity and download it and view the models using Rasmol vewer (Please read the command lines of Rasmol also).
For instance I am copying the public database NCBI link for your better understanding of the eukaryotic gene:
Click CDS, Exons, mRNA features inside the link to understand the structure of the gene.
You can use it directly for NCBI BLASTN for the search of related sequences.
Convert the fasta and copy to word and manually cut the introns and UTR regions ( with only ATG to stop codon) and use it as template for the putative protein prediction.
Hope these suggestions may help you!