Yeah, not all courses use Avenue/ELM/WebCT/Learnlink/whatever. Some just have their own website, and some used to go on the university's designated website but then the profs gave up. I'm pretty sure math has always had its own website though.
Wait until the first class, when your prof should address all of this. If they say that it should be up on Avenue and ready to go, then that might be a problem, but otherwise I wouldn't worry about it.