Hello Jen Miles,
Thank you for reaching out to us on the Microsoft Q&A forum.
This module does not provide a virtual lab. Some modules include a virtual lab, while others are designed for knowledge purposes and require completing exercises on your local machine. As mentioned in the note section, you need to install Power BI Desktop and follow the instructions to complete this exercise. Kindly refer to the screenshot below.
If you are still facing any issue, please let us know in the comments and where you are encountering this error along with the screenshot for reference. We are glad to help you.
If the information is helpful, please Accept Answer and Upvote so that it would be helpful to community members.
Thank you.