Well, I’d imagine so, a course will prove that you have the ability and know how before presenting a port-folio, proving to the employer they ain’t wasting their time calling you in for an interview, or at least that’s how I’d logically look at it.
Although you’re asking about a post-graduate course. My current general course is Computer Science, not art related, so to get that art background, I’d have to look into post-graduate courses to get ahead as much as I can.