Lessons are comprised of scenes, and each scene has its own playhead.

You can scan through the current scene with this playhead. The playhead also gives you an indication of how far through the current scene you are.
At the end of the current scene, click the 'Continue Button' (the right arrow) to move on to the next scene.

If the continue button is greyed out…

….then you have reached the end of the current lesson. You can navigate to the previous scene by clicking the 'Back Button' (the left arrow).
Quick Navigation Menu
You can see an overview of the current lesson, and jump to any scene in it, with the Quick Navigation Menu. Open the Quick Navigation Menu by pressing the 'N' key on you keyboard.

You now see the title of the current lesson, along with the titles of each scene within the current lesson. To jump to a scene, just click its title.
Keyboard Shortcuts
The following keyboard shortcuts function whilst viewing a lesson. Note: The lesson window must be 'active' before it will accept any keypresses:

S = Stop playback.
P = Play (resume playback).
Left Arrow = Scan backwards within current scene.
Right Arrow = Scan Forwards within current scene.
N = Open Quick Navigation Menu