The course has been published in the Journal de Mathématiques Pures et Appliquées, volume 24 (1945), and can be found here: first part and second part and third part.
A quote from Leray's obituary:
The prisoners in the camp were mostly educated men, career or reserve
officers, many of them still students. As in several other camps, a
"university" was created and Leray became its rector. Classes were
taught, exams were given, and degrees granted, with some degree of
recognition by French authorities of the time. As for research, to
fight the feeling that he might be losing the best productive years of
his life, Leray wanted to resume his work. But he was confronted with
a dilemma. If he continued working in fluid mechanics, he might be
forced to collaborate with the German war effort. Instead, he decided
to pursue some ideas in algebraic topology that he had foreseen during
his collaboration with Schauder.