Hi Samantha,
Great question! If AdWords and Analytics are correctly linked, auto-tagging is turned on, and you have the Analytics tracking code on your website, then Analytics will be able to report data about your AdWords traffic and keywords - you do not need anything else set up. The example in unit 4 was to illustrate how you would set up Conversion Tracking, but you are correct that you do not need conversion tracking in order to see AdWords sessions and keyword information in Analytics. Most of the time you will use Conversion Tracking to track purchases, form submissions etc and this would be in addition to what Analytics and AdWords will automatically report if the accounts are linked.
I hope that this helps to clear things up!
Cheers,
Katie, Analytics Academy Staff