The best way to learn research is to be involved in the research work. Initiating and conducting various small-scale research projects will enable you enhancing your knowledge, skills, and expertise of conducting research. Learning by doing is always the best way. Pervaiz Hanif
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I would agree with Haji Karim Khan that learning by doing is the best way to improve your research skills. I would also add that you should take any opportunity to get feedback on your research by, e.g. discuss your research data and preliminary findings with your peers. A good way to discuss data and receive feedback is participating in an interpretation group or peer intervision.
Practice makes a man perfect with the domain of the research-oriented tools and techniques. However, it is the best way to explore the research-oriented language and skills with the help of a kind-hearted teacher who can help out in this process as I have been observing.