There are a number of ways that you can get funding for your studies through bursaries, grants and loans.
Sometimes you might also get help from an employer if the course is relevant to a job that you are doing or have been offered (upon your graduation, for example). You can read about the tax position in the UK at What are employer-sponsored courses and how does this affect my tax?
Is the position different if I study or work abroad?
Some employers may only award sponsorship for the final year of study. However, some employers will fund all of your studies from the first year onwards if you have impressed them while on a vacation or work experience placement, for example. So, it follows that this could cover some time studying or working abroad.
Typically, such payments are not taxable – either in the UK or overseas, due to international agreements which say that overseas students, visiting a country solely for full-time education or training, will not pay tax on income payments from sources outside that country for their maintenance, education or training. There is more information in the HMRC manual, on GOV.UK.