I am born and brought up in Pune and have also been active in the Pune Professional music circle for almost 8 yrs.
Regarding the Arts in Pune, Pune University has lot of courses offered for people who want to do the career in arts.
University of Pune has Centre for Performing Arts
(Lalit Kala Kendra) which offers courses for Art Loving people.
Please visit the following link :
https://unipune.ernet.in/dept/lalitkala/profile.html
Regarding a career in performing arts in Pune... Well the best place for arts is undoubtedly Mumbai, but Pune also has lot of things to offer. In the past few years, things are changing in Pune. Pune has become more cosmo-politan and is surely rejuvenating its image as a purely conservative city. If you have the talent, you can surely find a place in the Pune Limelight and the competition is also less as compared to that in Mumbai.
I hope I have provided some valuable information !