My work is going to set up training courses to prepare gay people for promotion opportunities, is this allowed?

Yes. Under the Equality Act 2010 it is lawful for an employer to take proportionate steps to provide extra help to a job candidate if the reason for doing so is connected with that person’s protected characteristic (such as their sexuality). The requirements are that the relevant people (compared to people without that protected characteristic) have been disadvantaged by that characteristic, have different needs or have disproportionately low participation in a type or grade of work.