Welcome to the platform. It is true that you cannot open up a project in an older version of Mendix, like opening a 6.10 project in 6.6. All versions of Mendix can be found at this page here from the app store:
In this case, you could download version 6.10 from the list and then open the project in that version. I do recommend using version 6.10 when doing the training as that way all the examples and the screenshots will match exactly. The training screenshots are being updated to version 7 currently, so you could certainly use the latest and greatest version but things might not look 100% the same.
To open up a project in a new version, open up the Mendix Modeler of the version you want to use, then go to 'open' and find your project. The conversion will then happen automatically.
You can download current and previous versions of the modeler here: https://appstore.home.mendix.com/link/modelers/
You can download different modeler versions on the following page: https://appstore.home.mendix.com/link/modelers/