Linking Taxonomies

When you register your custom post type you can set which taxonomies will be registered for this post type. So you can register your custom ‘Course’ taxonomy and the built-in ‘Category’ taxonomy with your custom post type ‘Tutorials’. And posts will just be registered with ‘Category’.

function tutorial_setup_post_type() {
    $args = array(
        'public'    => true,
        'label'     => __( 'Tutorials', 'textdomain' ),
        'taxonomies' => array(
            'category',
            'course'
        ),
    );
    register_post_type( 'tutorial', $args );
}
add_action( 'init', 'tutorial_setup_post_type' );

https://developer.wordpress.org/reference/functions/register_post_type/