When I was learning to play piano, I only learned how to read notes and all those rules so I can play a piece of music if I have sheet music, but I don't know the music theory at all... But I really want to transcribe so many songs and without knowledge it seems too hard. I want to start studying the theory so where should I start from?
What kinds of music do you want to play? (Just asking... I'm going to formulate my answer in terms of Western music, but since I can't even guess what language your user name is, that may not be what you need.)
To transcribe songs you hear, and to eventually play your own music in that style, you might just try to pick out each note one-by-one, but that is really time-consuming. You save a lot of time, and gain better understanding, by trying the following guidelines:
a song or piece is typically set in one key. Find out what the tone is that the melody start out on, and that the melody returns to at points where the tension is resolved and the music feels at rest. That is probably the root note of the key.
find out if the piece is in a minor or major key (or one of the other modes): look at the minor and major scales and the important chords that go with the root note. For example, if you found that A is the root note, A minor would be a b c d e f g, and the main chords would be Am, C, Dm, Em, F, and G; for A major, you would have a b c# d e f# g#, and the chords would be A, Bm, C#m, D, E, F#m. Try these notes and chords and see if they match what you hear. If the chords almost but not quite fit, try common variants like chords with an added 7th.
make yourself familiar with typical chord progressions: the blues pattern I-IV-I-V-IV-I, the "4-chord-song" I-V-vi-IV etc. (The Latin numbers refer to the position within a scale, so in A, I would be A, IV would be the fourth note, which is D, V would be E etc.)
So long answer short: in terms of music theory, learn the major and minor scales that go with the common root notes, and the corresponding chords.
I'm just going to tell my experience in learning to do what I think the OP is asking about, and I hope it's helpful. I learned to transpose music by learning my Major scales and Minor scales up and down the keyboard, each scale, apart from actual music. As I studied my scales, I learned the scale degrees of each scale, this makes it pretty easy to transpose from one key to any other key by lining up the scale degrees of any scale, with the scale degrees of another chosen scale. I listened as I practiced and in time was able to distinguish where the tones and semi-tones occurred in each scale. I also practiced chord scales and soon began to hear which chords in a scale are major and which are minor and are still diatonic to the scale. It was ear training without being formal. For me, this only piqued my curiosity, and it was at this point that I began to study theory, which I enjoy very much, but for me, it was becoming very familiar with my scales, scale degrees, and chord scales that made it so I could transpose from one key to another.