There are 4 initial steps to learning the colour wheel:

Below there's a full page on each of these 4 steps

But first here's a summary:

Step 1: Primary colours

Notes related by minor 3rds

Step 2: Secondary colours

Major and minor chords related by minor 3rds

Step 3: Harmonic function

Using any chord in a key and changing keys

Step 4: Complementary colours

Tension and resolution, melody and chord extensions

Work through these pages for detail on each step (Step 3 is in two halves)

Don't expect to digest all this information in one sitting

Advanced colour pages coming soon