The course and the pictures that they use are not maintained to reflect the new releases that Mendix is constantly releasing. That task is just too time-consuming. This course is written/created in a version 8-something. You are looking at it in Mendix Studio Pro 9+ (probably 9.1.1) 

So in 8, the project dashboard icon looks like this:

In 9 it looks like this:

If you want to follow the course, you have two options: follow the course in the version in which the course was created, having the advantage of matching text and images compared to what you see in your Mendix Studio Pro, having the disadvantage that you have to get used to the new options once you start creating applications. Or start in the newest version, as you have now, and head on meet with the extra challenge of having to fill in the blanks. I would choose the latter, as you have.