Dear Anurag, if you want to study further after Diploma in Mechanical Engineering, your options are:
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Short term Mechanical courses like Autocad 2D and 3D, Ansys, Pro/E, CNC Training, Catia, CAD/CAM Training, Unigraphics, Boiler Operator Training, Diploma in Tool design, Piping Design Training, etc.
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You can also join 2nd year B.E/B.Tech Mechanical Engineering through Lateral Entry
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There are many Institutions that offer job oriemted courses in Piping Designing and Technology.
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You may also pursue short term courses in Nanotechnology, Robotics, etc.