I would look into the Craftsy online classes! I have taken a few (some are free) and I really love them! I also watch a few sewing shows on my local public televeision (PBS). They have been very helpful. Take a look in your area for fabric stores that specialize in Home Dec fabrics. We have one in our area called Pacific Fabrics that offers classes in drapes, valances, chair upholstery, etc.

Another tip is to find a style of valance that you like at the store, buy it, open it up and look at the construction, and even trace it to make a template. Then, you can package it back up neatly, not feeling guilty for returning it because all you did was look at it, and try your hand at making it yourself. That's how I started off with valances in my own house.

Hope that helps!