An interval is the distance between any two notes, and in this course you are going to learn to hear 2nds, 3rds, 4ths, 5ths, 6ths, 7ths, 9ths, 11ths, 13ths, and of course octaves & unisons. You will also learn to recognize them in printed music quickly.
If you learn to "hear" an interval in your mind, and know what it is, then it is easy to reproduce that interval on the keyboard -- and that, of course, is what "playing by ear" is all about -- mental hearing and then reproducing what you hear on the keyboard. (This course is also excellent for singers and instrumentalists!)