what does this sentence exactly mean?
It's in the company's interest for you to do the course.
If you have an interest in something it means you have strong link either economically or emotionally to it.
The company's interest, in general, is to make money and be profitable. Many companies believe that if their workers are better educated, more knowledgeable about their services, and motivated it will help the company.
Your interest in the company is to help the company be profitable (so you get paid) and to help the company grow (for career advancement and especially if you have profit sharing)
So, it is in the company's interest that you take the course, become better at what you do and in the long run it will ultimately help the company, and in turn should also benefit you.