The main reason that it is important to learn about the Cuban Missile Crisis is that it (like many important historical events) can give us insights into how we ought to conduct our affairs today and in the future.
The Cuban Missile Crisis was a study in decision making by leaders who are, to some extent, in conflict with one another. These leaders had to make choices as to how to proceed in a situation where they had to gauge how the other party would react to their actions. This is the kind of thing that will continue to happen in international relations for the foreseeable future. For example, we have to think about similar issues as we deal with countries in Asia. We have to think about how China will react to the things that we are doing. We have to consider whether they will feel threatened in the same way that the US felt threatened when the Soviets put missiles on Cuba.
Because the issues that arose in the Cuban Missile Crisis are similar to issues that will continue to arise between nations, it is important to study that crisis. Doing so can help us better understand how we should behave in potentially dangerous situations.