I only worked through about half the course in the end. It was useful for understanding how some of the digital filters respond to various inputs, for example in terms of their lag, attenuation characteristics and tendency to overshoot or undershoot.

However I wouldn't bother doing the course, unless you are really interested in DSP. There is more than enough info on the various filters in the manual and the forums. You can also quite plainly see the filters' characteristics by simply feeding them a synthetic sine wave or step function using Zorro.