@Ronnie-Wong Thank you for your help and for all of the research that you performed. In my own study notes text files, I've been manually typing the https addresses (URLs) that I'm seeing on the screen in his videos, and that's been working out for the most part.
It's just that many of the lesson videos (though not all) show him walking through these extra notes text files in Visual Studio Code with many extra helpful references and walk through guidance, and these are extra text files that are not included among the available lesson files. One example of this is the file (as appears on the screen in the video) that is named "Create and deploy Azure Resource Manager templates by using Visual Studio Code.md" ... which seems to be his custom text files, with unique files (in this regard) for many of the separate lessons. Below are a few screen captures from lesson "ARM Templates - Exercise" (in section "Implement IaaS Solutions") which show one of these additional text files:
These two images show two portions of this text file in the full context of the video:
AZ-204_02-03_cap_01.png
AZ-204_02-03_cap_02.png
And these two images are the same two portions of this text file, but cropped for closer inspection:
AZ-204_02-03_cap_01_b.png
AZ-204_02-03_cap_02_b.png