Lecture #4 looked at the basics of neural networks, and paved the way for finding out how to do learning with them.
Notes are available in two formats:
The lecture covered material from Chapter 3 of Nilsson's "Artificial Intelligence: A new synthesis", from pages 39-44. If you have access to this book, read through these pages.
Neural networks are covered in the textbook on pages 736-748. What we have covered goes up to about page 744; as you can see, there is much about neural networks that we haven't (and won't) cover (the maths gets rather hairy).
Also worth reading is David Medler's Brief history of neural network approaches. You should take a look at this.