Skills are learned due leveling up a hero’s [Abilities] due AP (ability points). APs are earned by using the specific abilities. Skills are also level dependent, so a high ability level doesn’t let a hero learn skills if you’re still level 1.
For non-heroes it’s still possible to learn abilities, but this is due actual learning and training, which often takes months to years. It’s so far not known, if heroes are able to learn skills the ‘normal way’.