I've just looked the course up on their website. The page has Unreal Engine 4 and Unity logos, so I would hope you get to use UE4, not just UE3.
UE4 is used by a lot of AAA games studios, although is becoming more popular with indie developers as well. UE doesn't use C#
or Java, so either you'll learn UE3's UnrealScript (don't, it's not an employable skill), kismet (UE3) / blueprint (UE4) (visual languages for designers, not really programmers) or C++ (please learn C++!).
Unity is more popular with independent and mobile developers, and is also quite widely used. Unity uses C# or its own UnityScript. C# is far more useful to learn out of the two, because you can use it elsewhere as well.
Java isn't used by either of those, but it is used a bit in mobile development. It's not used too much, because most big mobile games use a premade engine (e.g. Unity), none of which use Java. Also Minecraft is Java (well the original PC version, none of the ports are, including the Windows 10 version, they're
all C++).
EDIT: All is not lost though, my course taught me perl, C (before going on to C++ later) and renderware, none of which have been particularly useful to me, and I still ended up in the industry