This is heavily disputed, and honestly, it varies on a person-by-person basis. Some people are visual learners (so it's effective for them to use videos and pictures to help them study), some prefer being hands-on, etc...
Generally though, I'd say the most effective method that works for most people is through visceralisation. This is the process of associating concepts, words. phrases etc. with your different senses (sound, touch, images...). You can read up more on it by searching up "visceralisation for studying".