It would be useful to watch a preliminary lecture from Introduction to Statistics as a preparation for this material.
VideoTaped Lecture 08 on Bivariate Relationships -- Applied Econometrics - Shows how to split range of X into small bins, and analyzed distribution of Y in each bin. This is a direct way of looking at the conditional distribution of Y given fixed value of X. We let X vary within a small range, and treat it as fixed.
Describing Bivariate Data - PRELIMINARY lecture from Intro Statis course about how to graphically describe relations between two variables without making assumptions of linearity and normality utilized by regression models