In my experince, the best way to learn SharePoint would be if you install a Virtual Machine with Windows 2008 R/2, then install it SQL Server and Visual Studio. Although optional, you could install and configure an Active Directory, to have an environment closer to a production one.
After that, you would need to install SharePoint's software requirements, and then SharePoint itself. Please refer to this document to learn about such requiremnts:
If you don't have access to a Virtual Machine, you could install a development environment on your Windows 7 (x64) machine. It won't have all the bells and whistles of the VM version, but at least it would let you code, build the assemblies and test portions of it. Please refer to this article to learn more about that topic.
Hope this helps. Let me know if you have any further question.