The British 'Act of Toleration' of 1688 afforded 'liberty of conscience to all persons except Papists', and Catholicism was essentially outlawed until 1792, when Catholics were granted some freedom of worship. From 1798, Catholic missionaries were sent out to the British West Indies. See Floyd McCoy's article on Catholicism in Jamaica.
It was relatively common for girls of Antoinette's class to be educated at a convent. Rhys herself was. Indeed, apart from home schooling, it was one of the only forms of women's education at the time, particularly in the more limited educational sphere of the Caribbean.