First, SAP is so vast you will never be able to know every part of it. There are so many functionnal subjects and technologies that this is mind-numbing.
Courses can be used either for a first introduction (but this is costly for such a use) or for extremely advanced subject (better).
SAP is a full environment. The code for most of the content is available. Thus, checking how SAP has done something can/may/will help you understand the technology or the subject. (Btw, a lot of comments are in German...) in-system transaction se80 is particularly useful in this aspect, as it show all related data to a program.