The schedule page has links to the lecture notes and recordings of the lectures (hosted on YouTube.) It does look like a couple of the last lectures are not on YouTube, but the lecture notes look comprehensive.
This is a common term (in US colleges) for "take a college course without receiving college credit."
So if you're in school (or in some places just a community member) and you want to attend lectures but not do homework or tests, you would audit the class. It's probably less common now with MOOCs and everything that's available on YouTube.
I don’t know if it’s still true, but it at least used to be the case that one could ask a professor’s permission to just show up for lectures even without any formal relationship with the school.
AFAIK in many countries and universities around the world this is no problem in 90% of the cases.
Good professors are more than happy to have you there. One I even asked to take the exam, and get it corrected (to test if I really learned the content). And they allowed me to do that, I got the corrected exam at the end. Of course, it was not written in any book in the university.