Undertaking isn't illegal, as in there is no specific law against it, however you are likely to attract a charge of driving without due care an attention.
A few years back I was speaking with a recently retired traffic cop about this. He was quite annoyed having recently lost a case where he tried to do someone for undertaking, the situation was pretty much an empty motorway, one middle lane moron doing 60 and the defendant who was doing 70 in the outside lane. The defendant decided he couldn't be arsed to move to L3 to go past the MLM so just carried on in L1.
The court ruled that the cop should'e pulled the MLM on due care and attention for not noticing that there were other cars approaching and moving back to L1 in order to facilititate overtaking. They did note that if the undertaker was, for example, in L3 and pulls into L2, undertakes one car because that's all there is room to do before hitting the lorry in L2 and then pulls back into L3 then in that situation they should pull the undertaker.
To answer the OPs question. You are being offered this course for free. Bloody well take it. Just because you have passed your test doesn't mean you know how to drive properly. That takes years of experience. Pass plus wont make you know how to drive properly either but it will help a lot, especially on the motorway.