There are many ways.
1) With a chess book and two chess sets, one for the main line, one for variations.
2) Playing against yourself (Fischer, Carlsen, AlphaZero did this)
3) Playing against an engine at full strength
4) Analysing grandmaster games from a website
5) Analysing your own lost games
6) Watching video tutorials by grandmasters
7) Solving Tactics Puzzles
8) Study with endgame table bases
How do you study chess on your own?