There are parts of southern Africa (and possibly other places I don't know about) where 'thuh' is used before vowels, but this is restricted to certain dialects.
We don't specifically learn it at school (we have absorbed it before then) except when we are learning to read. Many beginning readers read 'the' as 'thee' every time they see it in print. A small minority continue with this into adulthood when they are reading aloud. They pronounce the word appropriately in normal speech.