Magic seems to come from either converting free ambient magic into what you want, using your own power/willpower to get a magical result with enough dedication and training, or latching onto a being and siphoning off that power to use (or having said being latch onto you).
Examples:
-Musa and Maehwa use willpower/belief as a form of energy in their martial arts.
-Sorceress converts free/natural energy into dark energy, she also uses her own spiritual energy.
-Tamer is attuned with Heilang and as such can draw its power, summon it, etc.
If a non-Sage Dimension mage wanted to learn magic, there are various practices and methods it would seem.
"Witches" in our dimension are typically associated with two particular things: Women, Dark Magic.  This doesn't mean that women are naturally better at it (Tarif has just as many male sorcerers as it does female sorcerers.) but that it's just something that along the Western Continent seems something women gravitate towards more in terms of learning, or it's just stereotypically associated with them.  Either or.

"Wizards" in our dimension seem to be typically associated with men, though we do find a female monster type labeled as a Wizard as well in the Caphras Cave.  They're the kind who wander around with staffs and seem to have a general understanding of magic without necessarily being specified to one particular skill.

We see a few forms of this-dimensional magic, depending on one's interests and culture.  Elementalists can be found in Mediah through the now-corrupted Wandering Rogues, so we know they exist as a concept.  Sorcerers/Sorceresses, unlike other universes, are taught not born, so anyone can become one if they get the tutoring.  Witches (dark magic) seem more traditional and likely it's something you're either born into or you have to go seek them out.  We do also see that there are necromancers, priests and corrupted priests, and lots of other things.  Ritual is also a very strong form of magic in BDO, so that's something a person could get into as well.
It was said by the starting NPCs before they streamlined the beginning area to be the same for everyone that simple magic is very easy to learn, most anyone can do it.  So it's the complex/useful stuff that's more difficult, as opposed to say.. minor party tricks
The most common form is likely apprenticeship, though there are also books on magic sold (such as Tarif making them).  Magical tomes are presumably also a source, though they're heavily regulated by cultures around the world.  If a tome with forbidden magic in it is found it is usually immediately destroyed, so people across the entire continent aren't going to keep those around for souvenirs, or if they do they aren't going to let people know they have it.
We also know that certain individuals are so talented that they don't need a tutor to learn magic, but they're rare in comparison to the masses with no innate magical talent.