First of all, do you want to learn ruby or ruby on rails because ruby on rails is a framework for Ruby.
If ruby, you should download ruby to your computer, install it and run it.
http://www.ruby-lang.org/en/downloads/
You can also use the web browser based environment located here:
http://tryruby.hobix.com/
For ruby on rails, please refer to
www.rubyonrails.org