It means constant or consistent effort, to deal with a task or many tasks.
It means start somewhere and continue until you have finished.
It usually means the way you make the effort is methodical, say you had a large pile of dirt (compost, earth) that you had to move from one place, to another place, you would have to work through it bit by bit.
But "work through" in the context of instructional books, means to begin somewhere and continue.
One of your examples said, "Don't work through the units in sequence"
This means please do all of the work, complete the units, but please don't do them in order of 1, 2, 3, 4, 5 etc
or ABCDEFG (chronological order).
Is that ok?