Yes, you'll need to buy books and read them, and work through the exercises.
I'm going to describe how it was taught to me in a music college in the United States. I'm sure different schools have different approaches.
Things basically fall into four categories:
- Ear Training
- Classical music theory
- Form and Analysis
- Jazz Theory
Ear training and classical music theory are taught simultaneously. They take about one and one half years of classes. Form and analysis finishes out the second year. Many schools encourage jazz musicians to complete the basic two years of classical theory before they start studying jazz theory, although after the first year, jazz majors are most likely playing plenty of jazz as well whether they understand all the theory or not.
- Intervals and Chords
- Temporal Acuity (rhythms)
The principles of ear training are straightforward, but actually learning the techniques takes a lot of practice every day for a long time.
Tonal Harmony (taken from the table of contents of a college textbook)
- Elements of Pitch
- Element of Rhythm
- Triads and Seventh Chords
- Diatonic Chords in Major and Minor Keys
- Principles of Voice Leading
- Harmonic Progression
- Triads in Inversion
- Cadences and Phrases
- Non-chord Tones
Diatonic Seventh Chords
- Secondary Functions
- Modulations Using Diatonic Common Chords
- Other Modulatory Techniques
- Binary and Ternary Forms
- Mode Mixture
- The Neapolitan Chord
- Augmented Sixth Chords
- Enharmonic Modulations
Tonal Harmony in the 20th Century
When you've gotten a grounding in all that, then you'll want to look at classical form and analysis, and then jazz music theory.
Wikipedia has a music theory section. This should be helpful as a reference and an overview. But you will still want to purchase a college-level textbook and workbook and work through the exercises.