One: Reading and learning from instruction books. This is a good method. And for some topics like openings and middlegame the only method.
Two: Training with a coach who can instruct you and can analyse the games and point out the errors you made and the weaknesses you have to work on.
Three: Studying grandmaster games. This can't be done without the help of an instructive commentary from someone at grandmaster level. UCMM fits the bill. Contrary to other game-collections the games are ordered thematic. At the same time John Nunn has taken care to select games from a wide variety of openings. The games are also selected that the wins are against significant oposition. In many game collections and chess manuals, themes are clarified by games where a strong player defeats a weak player. This helps to clarify the theme, but also obscures the difficulties to convert an advantage against strong oposition.
Finally John Nunn has been able to strike a good balance between verbal explanations and detailed variations, depending on the sort of position he examines.
In short I can't think of a better and more instructive collection of games.