I have my set up that could be portable as long as I had access to the internet.. I use a Line 6 pocket Pod which I got for effects.. I have it connected to my laptop and amp.. I can play all of Guitar Tricks though the set-up while listening thru headphones or amp..
The pod has guitar in and out(1/4"), head phone out(1/8") and computer in with USB.. Power adapter and battery power.. The Pocket Pod was the low man on the of the line, so other units may have more functions..
You may also want to check out Vox Amplugs.. I use mine.. to play during TV commercials.. (Headphones only).. The Amplug does have input for audio so you would have to use with recorded lessons..
I hope this give you a starting point.