Can't recall of a specific course just dealing with filtering, I don't think there's one. In fact filtering will be used in many tutorials since it's definitely something you will need to use for both mixing & arrangement purposes.
In this case what James did in video16 is more on the 2nd approach, it's about arrangement : using those High Pass & Low Pass Filters and writing automation for them allows him to bring elements IN & OUT in the Mix to "build" a progression and create tension & release for the listener. Just filtering out the Low end frequencies of certain elements, combined with volume level automation allows you to create that kind of progression. Think about a DJ performing a live set when he will filter out all the low end and just let the highs coming through before getting to a main drop with filtering off gain & low end back. That's basically the concept here.
In the mixing approach, High Pass & Low Pass filters are used to remove/cut unwanted frequencies in order to give space to each elements of the mix and avoid frequencies dueling/masking. The main difference is that in this case, the filters won't be automated but set as permanent and many times, some fine EQuing would be done too to remove harsh frequencies or peak resonances.
Hope that this basic explanation makes sense 
So yes, filtering is a great technique that you'll need to experiment with, once you've mastered the controversial names, because the Hi-Pass filter is cutting off the lower frequencies before the cutting point when the Low Pass Filter is cutting off the Higher Frequencies after the cutting point 
, it's just a matter of using them with your ears & some visual tools like spectrum analyzers. You will see it used in lot's of tutorials anyway and will get familiar with it very soon if you started to dive seriously into Music Production 
Hope that helps !
Cheers !
