What do Scout and Jem learn about courage?

Are you referring to Mrs. Dubose? Atticus says,

"I wanted you to see something about her (referring to Mrs. Dubose) - I wanted you to see what real courage is, instead of getting the idea that courage is a man with a gun in his hand."

Atticus is talking about an old lady who is a morphine addict. She has the courage to die sober, without the drugs she had depended on for so long. It is a very different type of courage than a man with a gun.