You are entitled to quite a lot wemfish.
In your area will be a business advice center that you should contact.
This is for the one in the Westcountry and Plymouth, have a look and then find the one where you live. They will put you right on all you need to know and even assist with you business plan and financial assistance.
Homepage - Business Link
As far as I remember you have to be claiming jobseekers to qualify for funding but the few months training you will get will not cost you a penny - they even have free tea and coffee.
I'm not sure how it affects your benefits, but you get a couple of hundred per month for the first twelve months in business.
Good luck to you, I hope you succeed.