They didn't learn with nothing. They learned with a game of Go to play. If they'd never "seen" the game of Go there's no way they could have learned to play it.

Data can be either static in the form of examples or dynamic in the form of an interactive game or world. Humans primarily learn through dynamic interaction with the world in our early years, then switch to learning more from static information as we enter schools and the work place.

One open question is how far you can go in terms of evolving intelligence with games and self-play or adversarial play. There's a whole subject area around this in evolutionary game theory.