@Bonnenouvellejonny - Nope, this is correct :) The verb is 해오다, which is just a combination of 하다 and 오다 and means "Do then come" or "Do then go", depending on the context.
In the lesson above, they're saying that they will go there, record the lesson, then come back (to the website where they will post the audio for you to hear).
Another example would be if I audition for a role in a play and don't make it, when I'm leaving I could tell them something like "I'll continue to practice and will be back soon", or something like this. In this context, I could say "좋은 기회 주셔서 감사합니다. 다음에 제가 열심히 준비해오겠습니다."