Your visa status
If you're currently studying in the UK on a Tier 4 visa you're not authorised to work on a self-employed or freelance basis. This means you can’t set up a business/work on a self-employed basis while studying.
The Graduate Route Visa allows you to work as self-employed under this route, however you cannot work as a professional sportsperson or coach.
This AGCAS guide (PDF) to Working in the UK: Answers to frequently asked questions (PDF) and includes an overview of the main immigration routes available for international students looking to work in the UK.