You have a couple of possible approaches, depending on whether or not you have an immediate problem.
If there is no immediate problem and you are just trying to learn how to do a new job that has been dumped in your lap, then a course is a really good idea, but if you can't talk the powers that be into that, then start with the manuals and poking around at what you see in logs, experiment with ProTop, learn something about the OS tools on your platform, etc. Poke around, see if you understand what you see, and ask questions (always remembering to provide Progress version and OS and anything else about the environment which might be relevant).
However, if there is a perception that there is a current problem and you've been told to fix it with no background, then I would start pitching to have a consultant come in. They can not only loot at the specific problem you think you have, but in a few days can do an overall assessment of where you are and where you need to go. You will more tagging along with an expert like that than just about anything you could do.