Udacity courses are highly interactive with activities such as quizzes and exercises interspersed between short videos and interviews with instructors and industry experts. The quizzes are a tool to help you learn, and an ongoing resource, so you can watch the videos and try the quizzes as many times as you like.
Usually, after a lesson there will be a problem set with exercises for you to reaffirm that you have learned the material. Just as with the quizzes, you can try them as many times as you like.
Udacity courses also include project(s) that you can add to your portfolio. Whether it is a blog, search engine, game or app, Udacity will help you build something that publicly demonstrates your skills.