I know the rules and vowel markings for nunation, but when should a word be nunated? I see it sometimes and other times not. Is it just not in MSA, or what? Can someone help?
Unfortunately, yes it is not in MSA and the grammar is not the best her. This course is mainly good for learning and exercising the proper sound of the letter (but not of the words, because they are very often spoken in a dialect) and for learning some basic words. For increasing your vocabs there might be other recourses better, e.g. Memrise, BUSU, Beelinguapp or Arabic Fun Easy Learn and so on. Even Quizlet can not cope with the pronunciation of the grammar. :-(
I just got an idea. If you are already a bit advanced in Arabic you can try the Arabic to English course. There might be the pronunciation and the grammar better. For other languages did it work great, e.g. for English to German (when you learn English). Indeed here was this course much better than the German to English course. I wish you luck.
Nunation or Tanwin are essential part of the Arabic language. Dialects do not use nunation. You can check Wikipedia for "Nunation" to see some bits of information about the nature of this "vowel".
Anyway, for the time being and as a beginner, you can memorize the nunation or Tanwin as the "indefinite" sign. In Arabic, defining a word is usually done by adding "AL" to it. Removing "AL" makes the word indefinite, but also it needs Tanwin to its end (sort of like a/an in English).
Notice this is an approximation because there are things related to Nunation, like proper names sometimes do come with Tanwin or Nunation but this is a different story of some sort. For beginners, though, it is good to remember:
Definite → AL
Indefinite → Tanwin
Bonus tip: Adverbs, do require Tanwin. This is another story for another time.