I must admit I also don't understand the "lessons" bit either? I did a "lessons" search in the 2010 manual and all I found was ....

Songs and Lessons
Band-in-a-Box comes with a large library of songs that demonstrate some of the most popular styles of music as
well as songs for listening, learning, and jamming. This folder is packed with musical content for a variety of tastes
and purposes.


Which doesn't seem to indicate anything as far as "lessons" go. Maybe what they mean is "Lessons" = what they call "learning" where you can solo an instrument, play the song at any speed, and from there figure out whatever it is you are looking for?? Just my guess?