So many ways to learn. The the specific learning 'work-flow' varies for the task and the person in training. And note that Learning is Training, so regardless of the intellectual content of the learning program, there is some level of muscle-memory for most stuff.
In the middle of boot camp, all the madness stops for two weeks to focus on shooting a rifle (marksmanship is a religion in the USMC and some other military organizations); that is you live at the rifle range, and spend most of your time with marksmanship instructors (the DIs remain at the periphary). While there are lectures on interior and exterior ballistics and other related stuff, most of the first week at the range is hours of repetitive dry firing, where you pay attention to your body's form and function required to correctly pull the trigger. Your breathing sequence, your sight picture, your trigger pull become muscle memory. It becomes a zen thing. The second (live-fire) week on the range is very (mentally) stressful, so muscle memory attained in the first week is important because you have many other things to do and respond to during the indeterminate periods of live fire and eventual qualification(and if you do not qualify, you get re-cycled into another platoon or you get kicked to the curb).
Military technical schools tend to cover basic intro stuff using 'programmed' instruction; that is, self-taught, then subsequently tested by the instructor cadre. The tutorials must be approached methodically and incrementally. Never jump into the next session because you are bored. Most of the people that fail military tech schools fail the easy stuff because they do not have structure to their approach and do not have the discipline to operate independently. This also appears to be a common reason for people flunking out of the first two or three semesters of university.
Post-school house learning in the military (new systems, new techniques, updated systems, etc) is done independently by the first learners (NCOs) and is individually-based, with occasional help from the respective vendor's technical rep. I approached learning new avionics systems by first studying the spec, then reading the applied physics theory, then drawing block diagrams from the schematics for power and signal and control flows. So divide an conquer, then put the pieces back together to form the original system.
Learning new programming languages, after the 3d or 4th one, becomes routine. While it is ok to start with quick over-view of the language, the first hard study should be the syntax closely followed by structure declarations. For some languages, this is a good point to stop and look closely at low-level details for memory management and/or allocation techniques. After syntax, structure, and memory models become muscle memory, just dive head-first into solving a series of simple problems. Solving problems is the only way you will learn the libraries. The only language I did not functionally learn in a week or two was Rust. Rust was freaking hard for my aged mind, but it brought back the lost joys of my first two languages learned (Fortran and C).
Learning complex machine tools is similar. Get the basic muscle-memory stuff learned, then extend into the intellectualized stuff. Formal instruction, or pairing up with an experienced and skilled person, for welding and lathes should be done before you self-learn stuff. The same for computer security stuff - as you will probably hurt yourself if you go the independent-learning route for stuff such as penetration testing.