Hi @HappySK,
The AWS account you're using basically serves as the data plane - this is where your data lives, and the compute resources that process it (at least in the classical compute model) will be provisioned there as well. As part of the configuration to make Databricks work, you'll be granting Databricks limited access to your account using a cross account IAM role. This is the piece that enables Databricks (the control plane) to set up the resources needed to support workspaces and associated compute resources. Similarly, any data containers will require a role for Databricks/Unity Catalog to access. Hopefully this answers your question.
By the way, I just wanted to clarify if you are going through "AWS Databricks Platform Administration" or "AWS Databricks Platform Architect"? They are two different courses, with the Architect one being newer.