Best way to improve ourselves when playing against a computer
I have no sources to cite, but I think it depends a lot on your own learning style. You will certainly not learn well if the computer just tells you the best play and you follow it, but if you can carefully think through your move before being told by the computer if it's bad, and if the computer has a better move you can reason out why it's better, immediate feedback is fine. However, if you find yourself getting impatient and cutting back on your thinking time, perhaps you should wait until the end.

I do Go problems on the computer a fair bit. With Go problems, usually the first move is the key, and often is the hardest move to find. Some programs will tell you immediately if the first move you've made is correct, but I much prefer the ones that will let me play out a bad sequence without telling me it's wrong until the end. That way I see exactly why it doesn't work, and it reduces the temptation to just try something that looks promising to see if it's right.