So I took a look at the slides and it seems to be giving a cursory overview of how to measure Doppler with multiple pulses, so it's very generic. Hopefully this is a pretty straight forward thing to discuss given that your questions are suspicious of their statements, that's good!
First Question: why is the Nyquist theorem applied to the doppler frequency $f_D$? It should be applied to the sampled sine wave, which
is at frequency $f_T$.
The received frequency $f_R$ is the transmitted frequency $f_T$ with the added Doppler shift $f_D$ as $f_R = f_T + f_D$. So in order to measure Doppler unambiguously, you need to be able to sample $f_R$ above Nyquist. But the question still stands as to why the text states that we must appropriately sample $f_D$ instead of $f_R$?
As is done in modern radar systems, and as implied in the text, the received pulses are mixed-down to baseband. That is, the carrier is centered around zero frequency. This means that $f_T = 0$ and so
$$f_R=f_D$$
Where the Nyquist criterion for the PRF on sampling Doppler is now more apparent.
It is possible to undersample around carrier frequencies that are not zero and still extract the desired signal, but I don't think that's necessarily important for this discussion. It's a slightly more advanced technique that simply achieves the same thing. You can look up "bandpass sampling" for more information.
Second Question: why does aliasing cause folding? As far as I'm concerned, spectral aliasing means that the original (correct) spectrum is replicated and those spectra overlap (and hence it is not possible to separate them correctly).
As you already stated, sampling produces spectral copies that are separated apart by your sampling frequency, in this case which is the $PRF$. Aliasing causes "folding" because as the frequency being sampled goes past Nyquist, in this case $\frac{PRF}{2}$, there is a copy incoming from the left into your un-aliased window that spans $[-\frac{PRF}{2}, \frac{PRF}{2})$.
Let's do a simple example where we have the following properties:
$PRF = 50 \space kHz$
Unambiguous spectrum span: $[-\frac{PRF}{2}, \frac{PRF}{2}) = [-25 \space kHz, 25 \space kHz)$
Doppler frequency $f_D = 10 \space kHz$
Everything is fine here, we're well below the Nyquist rate and we can recover the Doppler frequency nicely:
Due to sampling, the adjacent copies to the left and right this sinusoid exist at $f_D \pm PRF$. Meaning we have two tones that exist at the frequencies
$$f_{left} = 10 \space kHz - 50 \space kHz = -40 \space kHz$$
$$f_{right} = 10 \space kHz + 50 \space kHz = 60 \space kHz$$
As expected, the copies are outside our Nyquist zone achieved by properly sampling.
Now, what if the Doppler frequency was beyond Nyquist? This is where aliasing causes "folding". Let's make the Doppler frequency be $f_D = 35 \space kHz$. The two adjacent frequencies are now
$$f_{left} = 35 \space kHz - 50 \space kHz = -15 \space kHz$$
$$f_{right} = 35 \space kHz + 50 \space kHz = 85 \space kHz$$
We can see here that the left copy has now moved, or folded, into our Nyquist zone! Then due to this aliasing, we measure the wrong Doppler:
A note on your last image:
This is a generic representation of signals that have some finite instantaneous bandwidth. In our case, we're dealing with sinusoids which have some peculiarities when it comes to aliasing since they are ideally delta functions in the frequency domain that don't have a "width" per se.