My way of learning from the videos is that I have a game that I'm working on and when I want to implement a new part of the system I search the video archive for the relevant videos and study those together with the source code.
For example when I wanted to implement the OpenGL renderer I searched the video archive for terms like "opengl", "renderer", "3d", "graphics" and then watched the videos that seemed to be most relevant. What I also did was to download the latest version of the source code and tried to understand the parts that had to do with the renderer. When I read the code the annotated source code (
https://github.com/HandmadeHero/annotated_cpp/tree/master/md) has been a great resource to be able to jump to videos where Casey implements specific parts of the code.
Worth noting is that I had been programming for many years before Handmade Hero got started. I don't know your skill level and I don't know if this way of using the material is suitable for beginners.