cant find normals in Data properties, I am using Blender 4.1
That panel doesn't exist anymore. Nowadays is all about right click and Shade Auto Smooth and then going to the modifiers panel to adjust the settings there. I'm not sure if that's in 4.1, then moved it around between versions once and then put it back. You could also download the Blender version being used in the course so you can follow along more easily.
Yeah, it's best to use the Version of the Course (in the beginning at least).
Here's a summary for this feature, in different Versions, to give you an idea of the problems you might run into.
Up till Blender 3.2, you'd have to go to Object> Shade Smooth and then enable Auto Smooth in the Normals Tab in the Object Data Properties Panel.
From Blender Version 3.3 up till 4.0, you could go to Object > Shade Auto Smooth and adjust the Angle in the Normals Tab.
Now, 4.1 is an in-between Version, when it comes to the 'Auto Smooth'. You should Add a Modifier > Normals > Smooth By Angle.
Alternatively, you can go to Object > Shade Smooth By Angle and set the Angle in the 'Adjust Last Operation' Panel, but this is different from using the Modifier.
In 4.2+, you can simply use Object > Shade Auto Smooth again, although that just Adds the Smooth By Angle Modifier.