Do I have to go through webhostingforstudents.com to get wordpress.org?

You don't have to use webhostingforstudents.com to install WordPress, but they make it pretty easy (and many of the guides on Treehouse assume you are using them). If you'd like to use a different host, look around for a 1-click install of WordPress in their cPanel. Otherwise, this guide on the WordPress Codex can help you through the process of installing WordPress yourself.

Wordpress.org is just the free, self-hosted version of wordpress. So yes, all you will get from wordpress.org is the core wordress files and folders. It is then up to you to go and install or place those files and folders onto a web server of your choice. Webhostingforstudents.com is just one of many website hosts that can host your wordpress files.

Wordpress.com is a site where wordpress is hosted for you, but it has many limitations and restrictions with what can and can not be done with wordpress compared to using the .org version and hosting it yourself somewhere.

Buying a hosting service and a domain name is overkill if you just want to simply follow along with the tutorial. So, if you want a free and easy way to get the wordpress.org version up and running, I would recommend using a service called Cloud9, which provides you with a workspace in the cloud. Checkout Cloud9's documentation for setting up and running wordpress within a workspace. The process is not long at all and should take you between 5-10 minutes to complete.

Tip: When you run the index.php file and a new tab within your workspace opens, take the URL (e.g. wordpress-tutorial-username.c9.io) and paste into a new browser tab/window. This gives you more space to interact with the WordPress dashboard/site.