Universities that offer courses in theater or film often have courses in set design. Some schools also offer a degree program in set design. For example, New York University's Tisch School of the Arts offers a 3-year master's program in this field, and Lawrence Tech in Southfield, Michigan, has an undergraduate certificate program in set design.
A professional theater company or local community theater group should have at least one person in charge of set design. In local productions, it may be a group of volunteers who are in charge of the set. Volunteer to work under the set designers to help construct, paint and decorate the sets. Ask questions about how the designer makes her decisions and why she does things a certain way. If you do a good job, you may be able to work on other productions and could work your way up to a job.
If you don't live near any theater companies, find books on set design from the library or from online booksellers. These books can teach you design terms and show you examples of different sets. Learning about the history of set design and what skills you need to become a designer will help you prepare to work in the field later on.