The practical work associated with Lesson 2 is to go through the XLE Walkthrough that is part of the XLE Documentation.
You should take your time and read through it very carefully and do all the individual practical steps. It will take you some time, but if you absorb all the information provided here, you will have laid an excellent foundation for what is to come.
You should proceed up to the section on "Resolution of Functional Uncertainties". We will work with Functional Uncertainty in a later lesson.
Note: the Walkthrough gives you hints on formatting your rules if you are using the lfg-mode provided with emacs. This is very practical as it also lets you check if have formulated your rule or lexical entry correctly. The Walkthrough refers to the command sequences as "M-q". This stands for pressing the "ESC" button and then the "q" button. So, ESC-q. The reason is that "M" stands for Meta and is more general. Not all "Meta" commands are necessarily instantiated by "ESC" on all keyboards.
The website provides grammar1.lfg and testsuite1.lfg, used as part of the lecture.
The following is relevant reading material for Lesson 2.