You'll learn the design thinking methodology in depth and cover, end-to-end, the process around exploring a problem space, understanding customer needs with various techniques, and brainstorming / testing solutions to those problems that you've discovered. You can use that framework and those techniques in any context, whether or not you end up creating an app or website at the end.
Some of the techniques you'll learn: customer interviews, customer surveys, personas, empathy maps, storyboards, brainstorming, landing page testing
Take a look at some past student work in the course:
Additionally, here's a third-party review of the UX Research course: http://www.uxbooth.com/articles/ux-research-course-review/