Hi moggsoceanlane ,
In short:
In Blender 4.0 and before there was Shade Auto Smooth in the Object (and Context) Menu; this could be adjusted in the Object Data Properties Panel.
In Blender 4.1, there was an 'in-between' situation, with two options, a Smooth By Angle in the Object Menu and also a Modifier Smooth By Angle.
Since Blender 4.2, there is only a Modifier: Smooth By Angle, but that can also be Added via the Object Menu, where it is now again called Shade Auto Smooth.
Don't worry, it's normal to have this kind of situation all over Blender, it just changes too much, because it gets updated a lot, which is a good thing but this is the price we pay. So the way around it is, if you're going to follow along with the video, to watch the course with the Blender version it was recorded with.