Copied from the same link:
Steps do not have to be completed in sequence, but certification will not be granted until all required steps have been completed. In paths that require training, course should be completed before completing Course Submission Form
So - yes, the course is mandatory, but not as pre-requisite. You can complete the course after (or in-between) the actual exam parts.
Regards,
Anayonkar Shivalkar (SCJP, SCWCD, OCMJD, OCEEJBD)