By default, after installing MemberPress Courses your course and lesson slugs will be course and lesson in the URL. If you'd like to change these to a custom name you can do so with the following steps.

Slugs

If you head into MemberPress->Settings->Pages after installing MemberPress courses you'll find the settings for the courses and lessons. When these are blank, they are automatically set to the default name of course and lesson.

You can add your own name to each setting to update them, for example modules and topics, then update the options. After you've done this, it is a good idea to flush your permalinks. To do this, simply head into Settings->Permalinks and save the page without making any changes.

Once these steps are complete, you can navigate to your course on the front end of the site to see the change in the URL.

String Change

To change the wording of courses and lessons as strings elsewhere on your site, the best option would be with Loco Translate. You can update all instances of course, courses, lesson, and lessons, to match the slug update you've made across your site.