You're free to edit a Course at anytime, even if it currently has participants going through it. Select the Course you'd like to edit, then click the View/Edit this Course icon.

Here's the catch. Edits made to a Course for items in a participant's future will take effect for that client. Edits to items that have already been delivered to a client (in that participant's past) will not take effect for that client. 

For example, if a client is on day 6 of a Course and you add a Worksheet set to be delivered on day 7, that client will receive the worksheet. However, if you add the Worksheet to day 5, the client will not be assigned that Worksheet.  

Thus, we recommend that you take a close look at where a client is in the timeline before making any changes, so that you know whether the client will be affected.