score:6
Disclaimer: keep in mind that receiving any advice regarding visas from a non-official source (such as myself and, presumably, most people on this website) is speculation at best. If you are uncertain, contacting an embassy and/or the company providing the course is highly recommended.
That said, sponsorship probably doesn't refer to financial sponsorship, but rather a so-called sponsor license that your course provider must possess. To quote the Eligibility page from the official website:
You must be accepted on a course with an education provider that holds a Tier 4 sponsor licence.
On the same website, you can find a complete list of registered sponsors and a list of educational institutions that are exceptions to this rule.
In short, it's perfectly OK that you're supporting yourself (as long as you can provide bank statements or other evidence that you can), but it's highly recommended that you contact your course provider for help regarding the sponsorship related fields.
Upvote:3
For a fifteen day course, you may be able to get away without a student visa. A visitor visa allows you to study for up to 30 days as long as it is not the main purpose of your visit. If you were to combine your course with some tourism, you might be able to get a visitor visa.