Welcome to the Support Communities!
The quick tutorial below will show you how to access iTunes U content on your computer.
When you download a course, you will see iTunes U will be added to your sources list on the left side of your window.
You can also click on iTunes > Preferences > General and select iTunes U from the list.
If you want to access the content on your iOS device, download the iTunes U app.
I hope this information helps ....
Have a great day!