Each week there will be a practical component. Not every week is assessed, but you will learn a lot more if you work on the materials every week.
The general procedure each week is to download the associated <topic-title>.zip file and unpack it to a folder on the machine you are working on that you have access to. The zipped material will initially be only any necessary data files. In later weeks it may also include RMarkdown .Rmd files (don't worry if you don't know what that means yet).
Once you have the data, proceed to the README.md page on the website for that week (this is linked from the timetable on the main page) and follow the instructions. In later weeks, you might execute the instructions from an RMarkdown file instead.