Okay, this is annoying, but I think I have it. Someone please correct me if I'm wrong. 
I just learned that lessons with labs are marked in RED. I have a subscription, so I can take those.
I started the Data Engineering course, and all my lessons are in blue.

I see THREE instances of the 'Deploy Workloads with Dataflow Jobs' lesson:

• Red: Self-paced, with labs(this is the one I want!)
• Gold: Instructor-Led, with labs (I assume)
• Blue: Self Paced, no labs, just demos

One would think that if you're logged in, the system should KNOW your access level and automatically show you the correct course. But it does not do that for me.

So if you're in a lesson and think you should have labs, go to the main page and search for the lesson by name. If you have a subscription, do the one in Red. If you're in a Class, Gold. If you're self-paced and free, Blue.