The Course Library Page is created automatically unless you specify a different Course Library Page in the Courses > Settings section.
When the Course Library Page is auto created, its slug is ‘wl-courses’
If you don’t want ‘wl-courses’ in the Course Library Page, you can create a new page and name it how you would like and set it as the Course Library Page.
You can set the default Course Library Page here:

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Or you can change the slug of the default Course Library page. That can be set in the Permalink section of the Page settings:

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