Clerics: Taught according to their rank in the church hierarchy, or they may ask their Gods for more abilities (if they have been sufficiently devout or made the necessary sacrifices)
Mages (including Alchemists): Taught by a more knowledgeable Mage (rare), or self taught through lots of experimentation from books on magic (there are many fake books of magic that are completely useless, so also rare). Or much time spent researching new applications.
Magical Creatures: Innate, may change with age or practice - but will never diverge from the creature's “theme”. However some creatures are also Mages or Clerics. Magical Creatures includes Rakshasa, Elves, Trolls and Dwarves. But nor Orcs, Goblins or Giants - which are creations without being magical.