I am creating demo on education cloud. When I am trying to enrol student user to any learning program I am getting error message pop up. Any idea why this is happening.

Technically the Learner (Person Account) is associated to the Learning Program through Learning Program Plan on the Learner Program. (yes a lot of Learning, and each of those are slightly different for a reason) 

This error suggests that your Person Account already has an association to the given Learning Program, hence the error. I would see what Learner Programs you have for a person first.