Frank
The system does not compress images auto if the size of the image is too much i.e I checked a few images that were around 2 MB which is too much even if we use some paid plugin to compress these big-size images it will not compress up to optimal optimizations. We have to do it manually and it does not take more than 1-2 minutes to optimize a single image.
Regarding SEO you can use the same name as the course name which will be excellent for ALT tags.