Stephanie,
Yes and Yes!
If you look into the PMP Examination Content Outline you will see that the topics of these expert interviews are specifically mentioned as knowledge that you must know for the exam. And even though Agile is not mentioned, we know from other student's lessons learned that there are questions on this topic on the exam. Especially now that the PMBOK Guide includes Agile/Adaptive Environments.
And of course, you must study the material before taking the Final Exam. By taking this exam you confirm that you have watched our lessons, studied the material and have "rightfully" earned the certificate for 35 contact hours.