I don't know. I know that there are special way days and stuff for ESRC funded only peeps but am not sure about courses in general. I am sure this kind of info will be made available by your course/dept secretary when you sign up - or you can look on google.

i'm internally funded too (sort of - not a research council anyway) and i'm not entitled to do some stuff like UK Grad schools for free. however, the head of our graduate school suggests that really, universities should be paying for internals to go to these kinds of things so it's worth talking about with your supervisor/grad school.