(I know we talked via email, just wanted to put my response here as well for others to benefit)
There aren’t any direct prerequisites for the course, but knowledge about Active Directory and Azure will definitely be helpful!
There are some infrastructure requirements. Active Directory is a requirement for running Windows Virtual Desktop. It can be either an on-premises instance of Active Directory Domain Services, or Azure Active Directory Domain Services. This is required because the session hosts (the WVD VMs) must be a member of a domain.
If you have an on-premises AD Domain, you will need to make sure the session hosts can contact a domain controller. This is the configuration I use, and I have an always up, site-to-site VPN between my on-premises network, and my Azure VNet that the session hosts are connected to.
You can also use Azure Active Directory Domain Services. This is basically running a domain controller in Azure. Note that this is not the same as Azure AD, which is just an identity directory, not a domain that the VMs can join.
Hope this helps, let me know if you have more questions!