The integration with Zoom doesn't currently support Courses and can only be used with Classes, so it's not possible to assign an online venue to a Course.
However, you can still use the Courses feature to create your online courses. Here are the steps to do this:
Create a Course. You can skip this step if you already have a course in place.
Now, you'll need to email your customers the Zoom link (or the link to any other platform you might be using). There are two ways to do this:
With pre-course session notifications. You can create an email that goes out to attendees before each session and simply update the link to join if it's different each time.
By emailing your customers externally. You can easily get a list of course attendee emails from Courses >> Course types >> click 'Manage Course' next to the desired course >> click the cogwheel button and select 'Attendee emails' to copy the emails.