Good questions Gordon.
Yes, you'd want to use a leader, there are several types, but to start out, get a tapered, "knotless" monofilament leader. One thing to keep in mind is that the leader and the tippet should bear some relationship to the size of the flies you're throwing. For throwing typical stuff for trout (nymphs, wets, dries and the occassional bugger), a leader tapered to "4X" (roughly 5lbs) about the same length as your fly rod (9' or if you have a shorter rod, 7 1/2 '). For bigger, heavier or wind resistant flies like weighted clousers, or poppers for bass a better choice would be matching up with a heavier leader-- something like 8 feet long tapered to "1X" (roughly 10lb test). The "X" designation for leaders and tippets refers to the diameter--- the higher the "X" number the thinner the front end of the leader or entire length of the tippet (tippets are not tapered).
The tapered leader serves to transfer the energy of the fly line, so that your fly will lay out at the end of the leader and tippet at the end of your cast. If you used level mono-- like tippet or plain old fishing line--- and cast something like a dry fly, it would collapse in a tangled mess of a bird's nest at the end of the fly line.
If your fly line has a loop at the end of it already, you can attach the leader to the fly line with a loop to loop connection. To tie a loop in the butt end of your leader, you can use a "perfection loop":
Perfection Loop | How to tie the Perfection Loop | Fishing Knots
Once you have a loop in both your fly line and the leader you can join them with a "loop to loop connection":
Loop-to-Loop Connection | Killroys Fly Tying
If you don't have a loop at the end of your fly line, you can attache the butt (thick) end of the tapered leader to the fly line with a "nail knot":
Nail Knot | How to tie the Nail Knot | Fishing Knots
If you want the fly shop can put a loop on the end of your fly line.
At the front (thin) end of the leader attach a 2 or 2 1/2' length of "tippet" (limp, level, monofilament). The tippet will allow you to change flies without chewing up your tapered leader. When you run out of tippet, just tie on a new piece. To tie tippet onto the end of your leader use a "double surgeons knot" (or a "blood knot" which is a bit more difficult to tie):
Surgeon's Knot | How to tie a Surgeon's Knot | Fishing
To the business end off the tippet attach your fly with an "improved clinch":
http: Improved Clinch Knot | How to tie the Improved Clinch Knot | Fishing Knots
Most folks that fish for trout will carry a couple of spools of tippet to match up with different sized flies. You can read more here in Frank's excellent FAQ:
There are other types of leaders, including "furled" leaders that are made from several strands of filament (it can be sewing thread, mono, fluorocarbon etc) that are twisted to form a tapered leader that offers excellent turnover at the end of the cast. They often come with a "tippet ring" to which you can attach tippet, making them an excellent choice too. They are inititially a bit more expensive than tapered mono leaders but many folks on this forum make and/or use them.
Hope this helps-- leaders and tippets can be pretty confusing so keep asking questions if you have them.
Oh and good luck in your class--- taking a class like that is an excellent idea. You'll learn a lot, will get off to a great start with your casting, and they'll be sure to cover stuff like knots, leaders and tippets which are pretty confusing. And the group trip at the end for graduation is sure to be a lot of fun. Let us know how it goes, I'm sure a lot of folks would be interested to hear about your experience with the class.