For didactic purposes there's also:
Other software to play with neural networks can be R and Scilab, not to mention others like: Tensorflow, Torch, Theano, Pandas, Scikit-learn, Caffee and many others. All of them free, great communities and videos can be found in YouTube with nice intros.
Another way to learn can be just grab Python and Numpy and roll your own multilayer perceptron with backpropagation, then play with other concepts.
Jupyter notebooks are also a great way to explore what's out there.