I couldn’t find it offered on Udemy anymore but here is a link to the course on the website of the person who developed and taught the course on Udemy: Making Music with Arduino – The Nerd Musician
I also see that he has a full tutorial on Youtube that seems to cover similar content but looks like it is using a different board than the Uno. Full disclosure: I have not watched this video so I can’t speak to any actual content covered in it, but it is the same guy who did the Udemy course and I found that course very helpful and informative.
I will also say that since I had made this post, I found the arduino MKRZero board which is much easier to set up in regards to being used to send MIDI data. Here’s a link to a post I did for a project I made using that board with Sonic Pi: Pringles Can Drums w/ Arduino