If you're looking for offical classes offered by schools, then you'll likely not find any.If you're looking for guides or tutorials, there are many scattered throughout the internet and this very forum. You'll need to do a bit of searching and digging.We also happen to have this: http://mugenguild.com/forum/mugen-class.415Documentation for coding, standards, etc. can also be found in your Mugen folder, or here: http://www.elecbyte.com/mugendocs/mugen.html
Ryon has a some good tutorials on his channel to help you get started.Link : https://www.youtube.com/user/RyonMugen/featured