Yeah, it’s best to use the Version of the Course (in the beginning at least).
Here’s a summary for this feature, in different Versions, to give you an idea of the problems you might run into.
Up till Blender 3.2, you’d have to go to Object> Shade Smooth and then enable Auto Smooth in the Normals Tab in the Object Data Properties Panel.
From Blender Version 3.3 up till 4.0, you could go to Object > Shade Auto Smooth and adjust the Angle in the Normals Tab.
Now, 4.1 is an in-between Version, when it comes to the ‘Auto Smooth’. You should Add a Modifier > Normals > Smooth By Angle.
Alternatively, you can go to Object > Shade Smooth By Angle and set the Angle in the ‘Adjust Last Operation’ Panel, but this is different from using the Modifier.
In 4.2+, you can simply use Object > Shade Auto Smooth again, although that just Adds the Smooth By Angle Modifier.
