After extracting the turret file, all opening the "Exercise_Start" file does is open unity hub and nothing else. Is it because I'm using a newer version of unity?
Possibly.
Try creating a new project and then drag and drop the .unitypackage file into the Assets folder. It's been a while since I took the course and don't remember exactly what is needed.
I just tried it the way I suggested and it worked for me in Unity 2019.4. Make sure you extract the package file from the zip before you drag and drop.