You improve your relationship skills by being in a relationship, making 10,000 mistakes, and learning from each mistake. It's no different than learning how to write Python code or doing anything else for that matter.
A therapist can advise you on behavior that:
1. you observe and tell the therapist about, or
2. he notices during the session.
I've been happily married for +20 years. I went to therapy a couple of times: wasn't worth the time and energy. The best tool I found for debugging my life is a plain 3x5 pocket notebook. Every evening I take 30 minutes to summarize the events of the day and how I reacted to them. Then every few weeks I review the journal and it’s surprising how often I see patterns in my thoughts and actions and say “Oh I need to fix that.” Or “I handled that pretty well.”
Basically I treat my journal like a server log for my brain: every event and its response are written to the log, then reviewed from time to time for patterns and anomalies. My journal is the same.