Can a university set up its own calligraphy studio?

Yes, you can join a university club. If not, you can do it yourself and ask the school for files. But ordinary universities will have calligraphy clubs. If you want to set up your own calligraphy studio (social nature), of course it's no problem. You can weigh your homework. If you are in Beijing, you can go to an art studio like 798, and it is best to find a professional art district in other provinces. I wish your calligraphy studio an early opening!