Update the PMPro Courses Lessons CPT to have a frontend archive page.

pmpro_lessons_has_archive.php

<?php
/**
 * Update the PMPro Courses Lessons CPT to have a frontend archive page.
 * Add this code into a custom plugin or Code Snippet.
 * After adding this code, visit Settings -> Permalinks and save to
 * 'flush the rewrite rules'.
 * Then visit /lessons/ on your site.
 * You can style this archive by adding a file named archive-pmpro_lesson.php
 * to your child theme or theme.
 */
function my_pmpro_lessons_has_archive( $args, $post_type ){
 
    if ( $post_type == 'pmpro_lesson' ){
        $args['has_archive'] = 'lessons';
    }
 
    return $args;
}
add_filter( 'register_post_type_args', 'my_pmpro_lessons_has_archive', 10, 2 );