Yes and no.
Attendance on a speed awareness course is recorded on a database for 3 years, but the sole purpose of recording is to ensure you aren't offered another course during that period. Attendance is not classified as a conviction (so it won't be included in any subsequent totting-up process) and isn't recorded by the DVLA (so won't be visible to your insurer).
You are not obliged to inform your insurer that you've attended such a course, but if they specifically ask you, you must answer honestly. If they become aware of such attendance (either by you offering that information or by them asking you directly) then they are entitled to act up that information as they see fit.
I did a speed awareness course in January. This came up at the end. As well as everything that @Bav said above, the fella said that some insurance algorithms view it as additional driver training and statistically you will be a lower risk for a while.
I didn't risk it tho'. I wasn't asked, so kept quiet.