The original lab by Microsoft requires an Azure Subscription and a Grove Pi+. The Sense Hat variation that we use for the in-person version of this IoT workshop does not require an Azure subscription, but you can use one to build the lab out later. As an alternative for the hardware based lab you can also use virtual devices that allow you to run your own code.
For the online version of this workshop we use the virtual devices, you can always do the labs with a Raspberry Pi at a later time if you want.
You can find the instructions here: https://github.com/stevenvanh/iot-curriculum/tree/sensehat/labs/iot/environment-monitor