You can do something like this
var resultList = (from u in context.UserEnrolleds
join c in context.Courses on u.CourseId equals c.Id
join v in context.Videos on v.CourseId equals c.Id
where u.UserId == "8851d572-eaff-4a84-9ec8-aa144fecfea2"
select new {
CourseName = c.CourseName,
VideoUrl = v.Url,
.......
......
}).ToList();
select new
'll give you anonymous type then you can map it to data transfer object.
Or map it at the same time like
select new CourseVideoDto {