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