You have for instance the Chinese Language Centre
at the Chinese University of Hong-Kong for learning languages and especially Cantonese and mandarin:
www.cuhk.edu.hk/clc/new/en/
Don't forget to check out the Open University in
Hong Kong as well which are specialised in distance learning degrees:
www.ouhk.edu.hk
For other types of courses (languages but also cooking or fitness classes),
see the English Speaking Members Department of the
Hong Kong YWCA:
www.esmdywca.org.hk
For more professional courses if you would like to change your speciality
or learn a new trade or skill, check the Employees Retraining
Board (ERB):
www.erb.org/Corp/home/news/en/