How do you actually learn hacking.

I have studied a bit ethical hacking but only theory, and I found myself in a situation where I don’t even really know what’s hacking and how you ACTUALLY do it. By this I mean how does hacking work and how to hack into something, for example. As a windows user I do not really know what hacking is and I wanted to know if you guys can help me and tell me some guides, tutorials or other things which can explain to me what is hacking, what tools are used, how it works... Thanks.