Is this Udemy course in Mandarin, are Mandarin and Chinese very related, and would Mandarin have any use in Hong Kong?
I checked the website.  Yes, it teaches Mandarin.

Mandarin is the formal language used in Taiwan and mainland China (including Guangdong).  Mandarin is written using simplified Chinese in mainland China, while written using traditional Chinese in Taiwan.

Cantonese is used in Hong Kong and Guangdong, written using traditional Chinese in Hong Kong.

"Chinese" includes Mandarin and dialects used in some cities.  Among them, Cantonese is significantly different from Mandarin, and most of movies released in Hong Kong need to be dubbed so audiences from Taiwan and mainland China can watch them.