Well, you study something in order to learn how to do it. So, for example, in order to learn, say, the ins-and-outs of engineering, you might have to study it.
Now, I use the word 'might' because one doesn't necessarily have to occur before the other, or even with the other. For example, I learned how to speak Japanese by listening and repeating what I heard speakers around me saying. There was no 'formal' study (per se) involved in the matter. I learned it; I didn't study it.
The same holds true for children learning their 1st language. They don't study it, they learn it.
Hope that helps.