Digital Marketing is less about the theory and more about practical application. You only and only learn by doing. That’s the reason why I don’t believe in classroom courses much. Digital Marketing is a rapidly evolving field and hence studying and being updated with latest sources is very important.
Self learning is the best way. YouTube videos are the best for learning tools like Google Analytics and Ad Words. I didn’t do any professional course but have handled more than 150 accounts on Ad Words so far. I learnt by doing.Install these tools in your system, and play with them. Create a small website or blog of your own and promote it with small budget. You will get a minimum required working knowledge of tools.
Working with actual accounts with specific targets is a key to achieve expertise in any channel of digital marketing. There is no alternative.