Ask HN: How to Learn Data Engineering?

Hi, I've been a data scientist in FAANG for 10 years. I realize that I heavily rely on data engineers to ensure that I have data ready to analyze / create tables on top of.

I would like to learn how to set up my own database. Say a sensor / app is emitting data, how do I go from that raw signal (could be digital or analog) to a nice SQL style table?

My company gives my L&D budget so happy to pay for courses / classes. Ideally a course over a book given my learning style but I'm happy with any quality resource!