I think a zero-to-many relationship between between employees and enrollment is appropriate; however, I believe MS Access treats a zero-to-many relationship as a sub-type of the one-to-many relationship, so you can not specify a relationship as a zero-to-many relationship.
Of course the forms you decide to go with will depend on how comfortable your users are with them. In my experience, the following form design is easy for users to understand as well as powerful enough so users don't have to open different forms each time they want to add or remove information:
Employee form: This form shows the employee fields at the top and allows the user to add, edit and delete each employee. The bottom of this form is a sub-form with a data source of the enrollment table; this allows the user to view and edit the employee as well as view and edit the employee is enrolled in.
Course form: This form allows the user to view and edit the course information at the top and the bottom portion of the form allows the user to see the employees who are enrolled in the course as well as add and remove employees who are enrolled.
This results in two main forms, employee and course, with the enrollment subform incorporated into each form to see who is enrolled in each course.