The first obvious answer would be playing lessons. However I believe playing lessons are more suited for talking strategy on how to play the hole or a what shot to play.
Learning to play different shots can be achieved on the range. I was taught to focus more on controlling trajectory, low, medium and high, as my first priority. This made it easier to play in windy conditions. Shaping the ball left to right or right to left was a secondary objective. This is how I approach it in teaching as well.
If your facility has a short game area this is a great way to learn how to play the game as well. When can you bring it in low, when do you have to hit it high? Where do you want to leave the ball for your next shot, left of the hole, right of the hole, short of the hole or past the hole. These short game strategies can also help you in your thought process for approach shots as well.