iTunes U lets you subscribe to courses quickly and easily but there may come times when you don't necessarily want to subscribe to an entire course. You're also given the option to download individual classes within those sections if you choose too.
The difference between doing this and subscribing is that you will only be given what you've specifically chosen. You also won't get automatically downloaded courses when they're available for that course. It's a nice way to pick and choose content you want instead of having to weed through all a course has to offer within your iTunes U library.