Las Escuelas Oficiales de Idiomas - are publicly funded centers of education dedicated to the specialized teaching of modern languages, not just Spanish as a second or foreign language (for immigrants) but any modern language for which there is a demand.
As an EOI student myself, I would totally recommend it.
Tip: Self-educate yourself with basic language knowledge and then enroll in the A2 level. Otherwise you’ll be stuck learning the alphabet with students who have no clue about latin letters.
The picture is taken inside one of the schools on Embajadores, Madrid.