how do you study a foreign language?

they say not waste time on grammar but go for speaking courses. learn what to say when...
on the contrary i find those courses not useful because i'd like to know why all those words for in one sentence. what is their use? so i go for learning grammar + word.
unfortunately my language studies are not very effective since i don't go over what i learnt. i forget the grammar and words I studied after a day.

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