Hello Colin Campbell TMG,
Thanks for your question.
For the learning module task, you need a sandbox. You can open a private browser/different browser (or you can clear cache and cookies) and sign in with your personal account and click the sandbox option in the lesson. You will then use your microsoft account to sign in.
https://learn.microsoft.com/en-us/training/support/faq?pivots=sandbox
However if you want to run them on your own in your subscription, see the steps here:
https://learn.microsoft.com/en-us/training/support/use-your-own-subscription
You can mark it 'Accept Answer' and 'Upvote' if this helped you
Regards,
Abiola