Teaching another player has rewarding benefits for both the student and the instructor, though you may also choose to learn from a CCC if you wish.
Teaching is one of the most important methods of progressing in a skill, while at the same time allowing the higher level teacher to also gain in competency. To teach somebody, they must first know the skill which you are going to teach them (it would be impossible, for example, to improve somebody's Swordplay if they did not even know how to hold a sword!), and you must be above them in level.
To teach somebody, type TEACH <skill> to <player>, assuming you know the skill and the player is visible to you. Hopefully, the prospective pupil will see your offer and type OK after which the lesson will proceed as normal. Though learning a lesson from a CCC or a player will gain the learner the same amount as a result, learning from players is encouraged as the teacher also gains in skill through the lesson.