Hello Jules,
Welcome to CodeRanch!
I believe you have done some programming before/during your courses?
In the beginning just try to go through the samples given by the framework and try to work on them. They should normally work by just following the steps with not much of an effort. Only when you need to work on more real/advanced cases you may have to research further. But if you have a general programming experience then it should be easy to adapt.
But if you have not used any framework before then i think the best way is to just follow the steps in the guides/documentation of the framework. Then you can look in to other areas like using
maven for example separately so you have more understanding about some of the core concepts which will help you to use the framework effectively. As for the framework try to use a lightweight framework (search for lightweight Java framework you will find many, depend on your preference you can pick either web framework or something else), then study and work on samples (most of the those frameworks have good documentation).
Also try to understand the type of work you are going to do with this, so you will know what areas to focus on early then trying to understand the entire framework first.