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 Chapters 2 and 3 of Nilsson's "Artificial Intelligence: A new synthesis", from pages 29-32 and 37-39. If you have this book you can read through this. If not, don't worry.
Worth reading is David Medler's Brief history of neural network approaches. You should take a look at this.