A (about) and C (regarding) are synonymous. About is the most natural preposition, regarding is more stilted. They both indicate questions which concern the course itself, such as what topics will be covered, what time it takes place, what the prerequisites are, …
Regarding works better on narrower subjects. I have a question about mathematics, regarding continuous functions. About applies to a domain of knowledge, whereas regarding applies to a specific object or concept.
B (on) should mean the same as A and C, but it doesn't feel idiomatic in this sentence. I have a question on the grade you awarded me. I have a question on metaphysics. I'm having real trouble figuring out why on doesn't work in your example sentence.
D (related) has a wider meaning: it indicates questions that have something to do with the course. In particular, related includes questions about the subject matter of the course.