From Westby Road I would estimate 30 minutes cycle to the college. Lockers are fairly limited though and I never fancied the logistical side of it enough to try it. The gym is a room with an old multigym, a treadmill, a couple of ancient cycle machines and a concept II rower. It's worth the 30p per month charge just to use the rower, and you can also borrow bikes with the same membership.
The gym was never very busy in my experience. Opening hours i'm not sure about, but it was open after college finished.
As for the course, i'm not there anymore, but it was fairly intense and seemed like a lot longer than four months. It seemed fairly typical that people could feel the pressure as the course drew out. This is mainly just the relatively steep learning curve and the loom of assessments. Don't worry though, you'll be taught well and have others to go through it with you. Or you might just breeze it and wonder what I was talking about!
Cheers
Ginger