CFE course for CA

one of my friend told me about CFE and its value in foreign countries.
he said that doing CFE has advantage of doing this on your own schedule and exams can also be taken as per you schedule.
he also said that i can get matetial related to CFE for free on Internet.

can anyone help me about CFE and should i go for it?
i am planning to go to Dubai or Bahrain in next 11 to 12 months. would it be beneficial for me to do CFE??