Yes, that is definitely a key challenge for authors. If you have an existing email list or social media following it is a lot easier. Indie Hackers is a good community for learning about that side of things. I also interview course creators on my podcast: https://coursemaker.org/podcast/

If you're starting from scratch, it can make sense to validate something on a marketplace like Udemy and then next time do your own thing (or you are allowed to sell on both Udemy and your own site too)