Mr. Herzog began his Rogue Film School in 2009, in Los Angeles, where he has lived since the late 1990s. The densely scheduled four-day course cost participants $1,500. The purpose was not to learn how to make films, but to listen to Mr. Herzog, who makes clear that he doesn’t teach filmmaking — that belongs in film schools, of which he has long been a vocal critic. Filmmaking, he said, is about managing chaos or “wrangling.”