If you were watching (rather than reading) a lesson, then you were probably looking at a SilverStripe 3 lesson, not a SilverStripe 4 one. The SS3 lessons are available as videos, it looks like SS4 lessons haven’t been recorded yet and are only available as text articles. I wouldn’t be surprised if they don’t get turned in to videos as updating videos every time SilverStripe gets updated must be quite laborious.
SilverStripe 3 code doesn’t generally make use of namespaces, everything is in the global space, so you don’t need to include use statements. SS4 uses namespacing everywhere, so you have to do a little extra work when referring to class names.
You might want to check out this link for a primer on namespacing:
Also, you can make your life easier by installing a plugin for your editor that can automatically write your use statements. Here’s an example for VSCode: PHP Namespace Resolver - Visual Studio Marketplace