Academy learning paths are added over time, and which Mendix version they are compatible with depends on when the learning path was made (among other things). There is no single version of studio pro that you can use for all learning paths without some of the features working or looking differently. So you can choose:

• Use a recent version of Studio Pro for all learning paths, but the screenshots and steps might not be accurate so it will take you some more time to figure out how things work, or
• Download the specific Studio Pro version that is recommended for each learning path. It's a bit more work, but the learning paths will be accurate and you'll learn to use various versions of studio pro.