John,
First of all, here is the description of what the entries in this particular column mean. You can see the description by holding your mouse over the cell near the top of the column and it'll pop up:
The type of this PrepCast lesson. Either Foundation, Core or Advanced.
- Foundation: Lessons that focus on the PrepCast or Exam
- Core: Lessons that map to A Guide to the Project Management Body of Knowledge (PMBOK® Guide)
- Advanced: Lessons that go beyond the PMBOK® Guide
So your question was should you watch core & advanced at the same time as you are learning about each Knowledge Area or should you watch them later. My recommendation would be to do it at the same time. After all, if you are studying -- say Cost -- then your head is already in a cost mindset, so it would make sense to learn about everything at the same time.