Writing of any form requires
study and research.  The strength
of any type of writing resides in
the application of what one learns
and research, and then, applies it
by writing, writing, and more writing.
Each time one writes something, they
become a better writer.

For you, you might want to think about
writing and producing documentaries.  It
is rare a writer is hired to write a
documentary film.  Many documentary films
do not have a script.  Those that do, are
usually written by the director/producer
of the film.

As for feature films, short films, etc., one
can learn how to write screenplays through a
variety of ways.  No approach to learning how
to write screenplays is inscribed in marble.  It
is dependent upon the individual writer.  Some take
screenwriting classes.  Others study screenwriting
books.  Some work with a script consultant until
they have their screenplay market ready.  And others
wing it.

You can determine what works best for you by knowing
who you are, how you best learn, why you want to write
documentaries, features, etc., and what audience you
want to attract with your work, and why.  Answering
these questions will give you insight into what to
write and the approach to take in order how to learn
to write.