some professors have a gift for explaining difficult subjects and stimulating interest in them, though these people are a minority in the profession. and most people do work harder when there's pressure on them to do so (such as a formal environment where they take notes, study, think, write, and get tested regularly on their knowledge and reasoning abilities). but yes, people can definitely learn this stuff on their own if they're sufficiently motivated and have the time and access to the necessary resources.
United States