You can switch between courses using the "My courses" block on the right-hand side of most pages. Just click on the course title to switch to another course.
If you don't see the "My courses" block, click the "My home" link in the Breadcrumbs area (upper left side of the screen) to go back to the "My home" page. Once on the "My home" page, locate the "My courses" block on the upper right-hand side of the page and click on a course title to enter that course.
Note: If you have docked the "My courses" block, you will find this block with your list of current courses on the left side of the screen in the dock.