Hi Carlos - Welcome to the group! We are happy to see you!
I am not sure if you have one cd or several volumes of your course. However, the method can be the same.
1. Create a word document with the information.
2. Convert the document into a pdf file, you can download a
free pdf converter to do this for your document, or create a new one for each volume you sell.
3. Upload the pdf document to your website via the ftp manager.
4. Link to the pdf document via your website url /nameofpdf.pdf
You can supply the link to your customers immediately after payment from paypal and they can download this or you could handle these transactions each time personally, by sending the file by email. This of course will depend how large the file is that you are sending. You should be safe if you keep the file under 10 mbs.
Tip - If you find your files are being downloaded irregularly without payment you could purchase a script to eliminate this. Naval Design would be able to offer you "sound advice" in this matter. However, keep in mind people could always email your files around anyway - file sharing so to speak.