GraphAcademy uses sandbox's "prebuilt" datasets, in the case of these courses, the "recommendations" dataset.
The same datasets are not available on Aura, although you could potentially restore them from a dump file which are available on github - recommendations/data at main · neo4j-graph-examples/recommendations · GitHub
You can also access sandbox directly (rather than through graphacademy) at https://sandbox.neo4j.com/