Golding the art of wars like the other post said is definitely worthwhile and a good primer.

Like most things, the best way to improve is to practice with intention. Have a goal for your session whether that be working a specific skill, improving with a specific civ, etc. Spend some time initially to research what you're working on (YouTube, Discord, or this Subreddit are good sources) and make a quick plan.

Execute your plan (Play games, skirmish vs. AI, whatever)

Most importantly, allocate time at the end for review/retrospective. Did you actually improve or practice the thing you wanted to? If so, did it go well and could it have gone better? If you played any games go over the replays and cote specific things that could've been improved (by either player)

It's all about efficiently using your time to ensure your doing something to improve and not just spinning your wheels or 'doing garbage miles' as runners say.