To those learning High Valyrian, (I do not,) when you watch Game of Thrones do you actually understand what they're saying?
Like with any language, it depends on your level and what other sources you've used to study outside of Duolingo. HV obviously has more limited outside sources (as it's a conlang), but there are Youtube videos out there and the Dothraki.org website, for instance, that one could use to supplement their learning.
Generally speaking, when you're still a beginner at a language and developing your listening comprehension and vocabulary, you can only pick up certain words when you listen to people speaking that language. As your skills begin to improve, your level of comprehension improves. Personally speaking, after studying some HV, I can definitely pick out some words and phrases that they're saying in the show, even without the subtitles on (as well as notice some pronunciation mistakes made by the actors occasionally ;P). I was actually very excited while watching Season 8 (at least there was one thing to be excited about!) that I could understand some of the unsubtitled HV in episode 3.
For other sources you could practice with a friend. I think after you have some basic phrases you could really help each other out by having conversations with them. When I had a French exam coming up me and my friend decided that we would talk to each other only in French for an hour and it really helped the words to stick. She would also correct my mistakes. When I get to the level I will also do that with High Valerian. x