Learn English – Please tell me the passive of this

Passive undergo is pretty rare because the word itself expresses an essentially "passive-ish" meaning. The Direct Object of the verb is typically something which is done to you, not something which you do.

Selected patients underwent an experimental operation to remove the tumor.
The people of Waziristan have undergone many invasions.
Candidates will undergo an examination to determine their fitness for the position.

Nonetheless, there are occasions when undergo is cast in the passive voice. This works exactly like any other passive: the Direct Object, the experience or treatment or whatever you undergo, is recast as the Subject of the sentence, and the verbform is transferred into the passive construction BE + PastParticiple:

The operation was undergone by seven patients, and was successful in five cases.
Many invasions have been undergone by the people of Waziristan.
Examinations for the position will be undergone on April 30th.

This is a cumbersome use, and you will probably not find much occasion for it outside the classroom.

Note that your second example is ungrammatical, because instead of the Direct Object it uses the Subject of the active version as the Subject of the passive version:

^∗ They are undergone such instruction.
^OKSuch instruction is undergone by them.

^∗ _{marks an utterance as ungrammatical}

The passive applies as though auxiliaries were not present, and then any auxiliaries take part in subject-auxiliary inversion just as they would in an active sentence. This is one of the arguments for deriving auxiliaries from outside the core part of a sentence (by a version of Subject Raising).

So, without passive, we have

1. will [ someone offer courses ]
2. someone will offer courses (by Subject-Raising)
3. will someone offer courses? (by Subject-Aux Inversion)

And with passive, we have

1. will [ someone offer courses ]
2. will [ courses be offered by someone ] (by Passive applying to lower clause)
3. courses will be offered by someone (by Subject-Raising)
4. will courses be offered by someone? (by Subject-Aux Inversion)

Examples with more complicated sets of auxiliaries work the same: "Courses should have been being offered" = "Someone should have been offering courses".

This is an outline of the treatment in McCawley's TSPE.