What value does self-learning a course (or several) have in graduate admissions?
Does it carry any importance? (to admissions)

Little to none.  Anyone can claim to have studied something independently.  If you want to increase your chances of admissions, you need to provide evidence that the admissions committee can easily check.  Your repository does not count.
You should, however, do sufficient self study that you are able to succeed in graduate school.  You may be required to complete graduate courses and to take qualifying exams; do start preparing for those things if they are applicable.
Successful research experience is more important; the purpose of a PhD is to do research.  If you have already done it, that is very convincing to an admissions committee.