First of all, save screenshots of after-sales, customer service and refusal to refund (such as WeChat chat records, recording can also be used as evidence). If not, go to your after-sales or customer service now and ask for a refund. If she agrees, that's best. If not, save the screenshots of these records, because this is evidence that they don't agree to refund.
Then collect the industrial and commercial information of training institutions. You can use apps such as Sky Eye Search and Enterprise Query to search, or you can open the website of the National Enterprise Credit Publicity System to query. The queried page must be saved with screenshots. This is very important, and it is necessary to write a prosecution document.