Your stuff is your property and as such you have the legal right to retrieve it. Any attempt by others to take it constitues theft. If you are unable to gain access, you need to obtain a warrant.
However your payment is for services the company is under contract to provide (re SOGASA). If however the company is in liquidation, it does not exist to provide those services.
The liquidators will assess all creditors (including yourself provided you notify them) and divide any funds gained from remaining assets out amongst them. How much you will get back depends on how far in debt the company is. If it is just lack of cash flow that has sunk the company you may be OK, but if the company is heavily in debt with a lot of creditors or if the premises, fixtures and fittings are all on lease, there may be little left to go round. Being a limited company, the liability is limited to the remaining assets.
If part of your payment was to register with an awarding body (such as BPEC) you do not have to pay it again, just notify them you are transferring to another training centre.
With training centres having lower take-ups and with the current recession, there is an obvious advantage in paying for courses by installments on a standing order rather than upfront.