What software do you use to build web pages?
I use Photoshop to lay them out, Image Ready to optimise my images, and a bunch of different packages to write the code. Sometimes I'll use a WYSIWYG package to quickly create complex tables, or javascript effects - but it usually ends up back in a text editor for optimisation.

Where can I learn how to build web pages?
The web.  There is a lot of good stuff out there.  I taught myself by looking at how other people had built things I liked the look of.  Now there are heaps of good tutorials on-line.

Can you recommend a good course for web design?
No.  I'm sure there are some, but I've never been to one. - sorry.