The answer depends of the software you are using to construct your course. If you were using Adobe Premiere Elements, which I use, I could explain it. In my software there is an adjustment for "opacity" and if you can find that in your software you have probably found the answer.
Thanks Lawrence! If I understand correctly: you are preparing your presentation, with a movie of yourself talking in the right lower corner, in Adobe Premiere Elements. Thereafter you upload the content (presentation incl. movie) to Udemy
Ok, so let me attempt to explain. My lectures typically look like the following:
In most editing software there are "layers." Typically, my first layer is the stock background office photo. The second layer is the graphics. The third video is the video of me in front of a green screen. The green screen disappears using the green screen "keying" that is a function in the software. Sometimes there is a fourth layer of graphics. If I want the graphic to be behind me, so my hand may sweep over it, it is the second layer. If I want the graphic to go over me, it is the fourth layer.
If you look at the following, which is a clip from the same lecture within Adobe Premiere Elements you will see both the audio and video layers toward the bottom and then the four video and graphic layers. I think most video editing software is similar. Once this is all edited and saved as an MP4 file I upload the finished lecture to Udemy. Does that all make sense? By the way, these images are from the promo video to my Hybrid Work System course and you can watch that and see how it flows. There are many ways to do this, none of them are the "right" way, but this is what I do.