Even before building a site, I would vet if your idea indeed solves a problem that your target market is having, interview about 100 people, fully understand what their problem is, why are they looking for a site like yours, why would they transition to yours and not udemy, if there is already udemy, what is different about yours? Why would they come to your site instead of udemy, How much will they pay you? Once you fully understand that and the value prop your site offers, Then you can go about building it.
The cheapest way to develop this site will be to find a small company in India or China or somewhere in the far east. But that also comes with risks, you need to work with these people, these people might not have the work ethic you and I are used to here in the US, there may be cultural issues, you need to hand hold them and help them fully understand and get it done. It can be done, but it requires more hand holding, and make sure you do proper Project Management, so that way the site is built according to your expectations.
Once the site is done then go back to your target market and show them your site, show them how yours is better than udemy and then ask them to pay for it. You would probably need to take baby steps, you need to get some free users to sign up and impress them with your value prop and get them to say wow things about your site, have them articulate the value prop, how much money they saved or how much time they saved, what is special in your site that helped them so much. Then you can market the heck out of that - that i your messaging and start making money from it.
Also check out my book Puga Sankara's Supply Chain Blog - that is a must read before spending Hundreds & Thousands of $$$ on your MBA or Masters Degree to get the best ROI or before starting your Entrepreneurial journey.