Out of the box, Sharepoint doesn't have the capability built in to track users for learning courses. You can certainly host a course, but the tracking will be a big issue.
See this post:
http://sharepoint.microsoft.com/blogs/mikeg/Lists/Posts/Post.aspx?ID=689
Here is one that works:
http://www.sharepointlms.com/
Note you will have to get IT to install these modules onto your Sharepoint site to take advantage of them.
With Sharepoint, there are many ways of adding content. One way is to add a directory and upload the course content to it. Then allow users access to this directory. When doing this, you can set it up so that the course is accessable to the Sharepoint search system.
Another way is to add it to your personal page, by first copying it to a HTML server, and then using the "Page Viewer Web Part" You do this by creating a new page in Sharepoint and adding the the part to a zone on the page. Edit the properties and link to the HTML course.
