* Read the docs
* Read programming books (such as those by O'reilly)
* Go through online courses
* Other ways (comment if you like)
For me, I learn most when I create something or put my learning in practice immediately. Whether it's languages (natural or programming) or a certain framework, or paradigm. The key is that by running into problems you see how a piece of technology fits into the big picture.
You often don't have the time to read through hundreds of pages of programming books, and I don't have the patience for that anyways. The best way to learn is practice, practice, practice. You practice programming and you practice your "look up" skills for finding new info.
I can never really learn just by reading docs, books, etc.
If you want to learn XYZ programming language, write an app in that language. In order to get that app built, you'll need to learn whatever is necessary to use the language.