I learned programming in French. Since French is of the same root it is fair to assume it is the same in Spanish. I followed programming courses in highschool in my native country as well (Colombia, where spanish is spoken) and it was the same as in France.
Do courses in Spanish speaking countries expect some knowledge of English as a prerequisite?
Yes they usually do. If you don't have english proficiency or at least some basic knowledge you won't have access to most internet based resources for that programming language. Most importantly the documentation that is not always translated into spanish. Of course there are some exceptions in which they use a spanish tutorial book and that's all they need, but those, as said, are exceptions.
Do they teach you what English keywords mean?
In my case sometimes they did, even if we already knew english. They would only teach the meaning if it is really relevant to the method or procedure it is referring to. For instance the method String.isNullOrEmpty().
Are you taught to use English names for variables, classes, methods etc or Spanish ones (Confusing?!)?
In my case I wasn't taught anything about it. That I had freedom to choose Spanish or english (or French) as long as I stick with it throughout the program. It is not confusing since the program would be for Spanish-speaking programmers. Specially if the keywords are highlighted in different colors as the methods and variables (in most languages and editors anyway). Blue for public, private, static, void, string, int, etc... and black for names made by you.
Lastly, can you get/do you use, things like Javadocs in Spanish?
Depends, if what you are looking for is easy to find then spanish, or more complicated in english. There are more chances of finding it in english than in spanish. In the case of JavaDoc, for making a custom documentation it depends on the public that will read it. Spanish for spanish speakers and english for all others. As for the standard documentation I'm not sure if there is such a documentation in spanish for java.
As a last note, all these are personal thoughts based on personal experiences. I am not talking for all cases and don't pretend to either.
Keep in mind that this greatly depends on the teaching style of the institution and the skills of the students, sometimes the students will have only a rudimentary knowledge of english and english classes are given separately to fix this, but while that is done everything related to programming is done in their native language(as it happens in France)