Firstly, you can't create a course "inside" another course. What you probably want to do is to give them "Course Creator" role. If you assign that at the Site Level (Site Administration > Users > Permissions > Assign System Roles, they will be able to create new courses anywhere in your site (but not get inside courses - even the ones they create if they do not assign a teacher). You can restrict this slightly by giving them the role within a category (on a category page, you will see Assign Roles at the top right).
There is also a facility for users to "request" courses (Site Administration > Courses > Course request) that might work for you.