How should I feel about a professor using an entire online course for his own course?
Copying an entire course from Coursera is definitely not commonplace. Some parts of ML courses are fairly 'standard' (there are only so many ways one could define linear regression), but lifting material without proper credit can range from annoying, unethical to outright plagiarism. It's fine to take some examples and use them (with proper credit), but it's generally expected that an instructor adds some value of their own. 

I don't know how you should feel about this. Sounds like you already are feeling pretty annoyed (I would!). I can answer what you can do about this. 

The minimum I would do is report this in the student course evaluations. Write a detailed report of everything that went wrong. If you school's administration cares in the least about their teaching, this will get someone's attention. 

The best thing you can do is rally the entire class. If it's just you - well, you're just an angry student who's not getting the material and is trying to squeeze a good grade. If a significant number of complaints come in (even 10 students is a good amount), that's going to get people's attention. Does your university have a student union? An ombudsman? If you go through them this will also get people's attention. 

You can also try to (discreetly) reach out to the person in charge (professor in charge of curriculum, the department head etc.). I would not confront the lecturer directly if I were you, unless you don't mind getting a bad grade. It is very unlikely that this instructor will be removed from the class, and if they find out you reported them they may be very biased against you: reporting paints a target on your back (this is another reason to have more people complain, the instructor can't fail all of them and get away with it!).

The likeliest outcomes here are that the professor will not be teaching this class in the future, and that's about it. Alternatively, they'll be required to stop this bad practice in future iterations of the class (say, if your department is understaffed). I don't foresee them facing disciplinary action, unless this is not the first time that this has happened. 

Good luck!