So you're already logged into Databricks Academy (customer-academy.databricks.com). If the course has a hands-on component, it will instruct you to download a file that ends in ".dbc". Download that file into your Databricks Workspace click on "Workspace" and then the ^ icon near your home folder and select "Import". You'll be able to import that DBC.
If the class doesn't include a .DBC file and doesn't give instruction for setting up heads-on, then it means that the specific course doesn't require a hands-on component. However, you can still try out things you learn in the course by clicking on the ^ icon near your home folder (as described above) and then selecting "Create Notebook". Once you're in the notebook you'll be able to start writing Spark code or SQL statements and run it on the cluster you already created.
For those who haven't already created a cluster, to do that you'd go to the left where it says "Clusters" and create a Single-Node cluster (leaving everything else at it's defaults unless told otherwise).
Regards,
Doug Bateman from Databricks Training