This video covers new features in Power BI that are relevant to the Transforming Data with the Query Editor section of the course.
The From Web connector has always been able to scrape data from tables in web pages; it can now find repeating patterns of values in a web page and interpret them as a table based on example data you provide. Similarly, the Column From Examples transformation allows you to specify one or more source columns in a table and some examples of the output you would like to get, and the Power Query engine works out what transformation is needed to get from the input to your output.
Finally, custom connectors allow you to extend Power Query by building your own connectors to data sources, such as web services or databases, that are not directly supported by Power BI.
