Chinese term (edited): Ů��ѧ��

This kind of class or school was traditionally called a finishing school; girls would go there for a year after completing their "usual" education and learn "culture" -- art, fine food, all that kind of thing.

I am not sure whether "finishing school" is the term you want to use today, though -- it sounds a bit quaint. I would probably translate the name of the school as "XYZ Academy for Women" (to be really formal or make it sound big) or "XYZ Ladies' Class" (if it's a bit smaller) and explain what the school does in one sentence. Something like "Bob Smith interviewed Zhang San, director of the new XYZ Ladies School in Shenzhen, a program that provides women with courses on..."