Skills can be self learned using 'skill points' or another player can teach them to you. To self learn them you must use the Learn command.
The best way to gain skill points is by sparring another real player. The second best way is to spar a non-player. All other ways to gain SP are not worth mentioning because it is very slow.
You can teach other players your skills using the Teach command by getting next to them, facing them, and using the command.
Most skills must be mastered before they become effective because unmastered skills have incredibly high energy drain. The more you use the skill the more you will master it and the less energy it will drain each time. Having a higher energy mod will increase how easily you master a skill. Your race's skill mastery mod will also help.