Yeah you can do it anywhere, when you finish each video there is a test which you complete and then it's submitted online that you have finished that section.
It's really self study - I tend to prefer actual groundschools myself as you can ask questions but that said the multi-media course is actually very good.
I'd recommend going over it as much as you can in advance as there are also videos of what you will do in your Flying lessons as well which are helpful.