What you get with doughnut that's part of the course (4)
I believe the answer is:
hole
'what you get with doughnut' is the definition.
I can't tell whether this defines the answer.
'part of the course' is the wordplay.
'part of' becomes 'hol' (I can't justify this - if you can you should believe this answer much more).
'the course' becomes 'e'.
'hol'+'e'='HOLE'
'that's' acts as a link.
Can you help me to learn more?
(Other definitions for hole that I've seen before include "excavation" , "This in one is a golfer's dream!" , "Aperture; pit" , "depression" , "Nasty place" .)