Watch out because agility is fun and addictive. We've done agility with our corgis and they love it. My corgi is trained by myself but I'm too much of a chicken to enter him at any trials(those reasons are probably worthy of a thread by itself!) I did show him at a match and found out he's fast & he's good. Personally, I'd find a class with my local kennel club and go thru that so you know how to teach the obstacles without injury to yourself or dog. I would also leave the jumping out until he is fully mature mainly because that is the hardest on his young long backed body. Both of our older kids have a corgi they show in 4H agility and they do ok.
Training for agility is like training for anything.. make sure you some simple obedience ( ie the 'control' commands) before you start. They are the 'come', 'down', and 'stay'. Without those, you'll be chasing a maniac!