You can install it without issue. There might be an issue if you set it to be your default Python 3 installation but that should be the only potential issue.

The other commenter isn't wrong but it might also be better to use Anaconda so your setup better matches what the course expects.

I work professionally providing some of these tools and I get lost with all the variations so you're not alone. You generally don't want to mess with the "system" or "preinstalled" version of python on your system as it has a chance of breaking things. Anaconda or similar tools will package their own version so if you mess those up you can just delete it and reinstall it without breaking anything else. Virtual environments are definitely the way to go but get 10 python developers in a room and they'll give you 10 different virtual environment tool recommendations.

Just use virtualenv module with visual code,anaconda is too much for ur use case