Is programming covered in UX Academy? Do I need to learn how to code to be a UX Designer?

We do not cover any programming in UX Academy. Our take is that teaching the entire UX process (research, interaction design, prototyping, visual / UI design) in sufficient depth in a compressed period is a difficult-enough undertaking on its own... without also adding front-end programming to the mix here.
That said, learning some front-end basics (HTML, CSS, and potentially even some Javascript) can only help you as a UX designer — you'll improve your ability to communicate with engineering teams, increase your understanding of technical feasibility, and acquire another skill that can be used to prototype solutions quickly.
Here are some related links that discuss this topic in depth:
If you want to begin with the basics, Codecademy is a great option to get started with HTML/CSS. Once you get more comfortable, a great way to practice is to recreate simple layouts — e.g. building the layout for a landing page from scratch.