How to retain technical information about new features?
"Memorizing" doesn't do much to help you retain information or build skills. In order to really remember it you have to move it from short term memory, where it is pretty volatile to long term memory. The trick for doing this is to practice it. The reason teachers give students lots of exercises is to help them with this process.

In order to learn anything, the brain needs to be physically changed, connecting neurons with synapses in a new way. This is only done with repetition and practice. 

See The Art of Changing the Brain by James E Zull  for a run-down on the science behind it. 

Do, if the course provides exercises do them all. If you have a book available that also has exercises on the material, do  those as well.