This is an opinion-based question, and the answer could go either way. There is not definitive text that says to the reader ". . . and Walter learned from this fantasy . . ."
I believe it is possible to defend the idea that Walter learns from his imaginative daydreams; however, I do not think that what he likely learns is something that will help him. Walter daydreams to escape his boring life or his ineffective self. I would like to think that Walter somehow understands that he is a particular way in real life and he fantasizes he is something completely different. My fear is that Walter learns over and over again that he isn't anything like the alpha males he pictures, and he repeatedly learns that he never will be either. His visions aren't revealing new material to him. Rather they are strengthening previous learning. It's like having students repeatedly go through the steps of the scientific method even if they know it already. Teachers are really trying to cement the learning.
On the other hand, it is possible to say that Walter doesn't learn anything, and that is why he goes through the exact same types of fantasies without ever applying them to his life and taking action to improve himself. It's like Walter hopes that his visions will one day come true, but his data repeatedly shows that they won't. Doing the same thing over and over again and expecting a different result shows that Walter isn't learning anything.