[lkrych]

This is a good question and it is going to depend on your learning style. That being said, I feel like this quote encapsulates some wisdom that I've used:

“If you want to learn something, read about it. If you want to understand something, write about it. If you want to master something, teach it.”

- Yogi Bhajan

My technique involves reading the technical book and then writing down the most important parts of what I've learned. This is useful for reference later, if I need a quick refresher.

Another useful technique is the third part of this quote, finding some way to teach and explain the concepts you are using. Often times the best audience is a smart but non-technical person. Can you find a way to explain the concept you are learning in a way so that your audience understands?

Typically this involves a lot of simplifying and I think this simplification can frustrate the engineer part of our brains that cries out "But it isn't simple!" Try to fight this urge to reject simplification because it can become easier to work with concepts as simple discrete components. Think of Newtonian mechanics, it was a nice simple explanatory framework for how things work (good enough) until we needed to add electromagnetism and quantum mechanics to explain natural phenomena that didn't abide by the framework.

Edit: Oh and lastly, and most people have already mentioned this, build something useful with the concepts you are learning.