If what you are asking is whether or not you need an IPhone to access, the answer is no. You can listen on your PC as long as you have speakers. Log onto the website, follow the course and make sure your speakers are on.
There is a reason that you downloaded the program, right? So you could listen to music..so you must have had some idea about why you are downloading it.
However, you say you downloaded a course on ITunes. Open the application..take the course and follow along. When in doubt, as with any other app, use the Help file, which is part of it.