Like a lot of techniques, I’ve been basically teaching myself, with some help from magazine articles and the internet.
Making good progress, but still plenty to learn!

So here’s a few hints and tips to help:

If you want to take photos of the sky at night; you need to be able to see it. Clouds are not helpful; light pollution from street lights and other sources is a disaster, and moon light makes it difficult too.

So find a suitable location. Check it out in daylight, if possible, including anything that might be hazardous in the dark!

Wrap up warm and take a few torches, including a head torch.

On site, be brave and switch off your torch for a while; it might take 15-20 minutes for your eyes to acclimatise.

You’ll need a fairly modern DSLR camera with a tripod and cable release. You’ll also need a “fast” lens, ie one with an aperture of f4 or less.
I’m currently using a Nikon D750 with a Samyang 14mm f2.8 lens.

Camera settings suggested: ISO 3200, aperture f4 or less, shutter 30 seconds. Record RAW (not jpeg), focus manually on infinity, and set white balance to about 3500.

Back at the PC, open your images in a RAW converter such as Lightroom. Tweak white balance and “tint” to taste. Maybe increase “exposure” to about 2x, and give “contrast” a good nudge. You should now have a photograph appearing!
There are plenty of free online resources to refine this much more than the basics I’ve given here.

It may be obvious, but “Northern Lights” are likely to appear in the north! A view low to the horizon will help your chances.
You can check likely activity on the internet; it isn't always accurate, but it helps!
Try this one; click here:Aurora Forecast

The Milky Way moves through the night and the seasons (or we do, more accurately!), use a website to predict its position, or go outside and have a look!
Autumn is maybe the "easiest" time to look, as it's visible soon after dark. It's at it's best in the summer, but you have to stay up all night for that!