When you start getting deep into the nuts and bolts of it, music is a pretty complex thing - so it's no surprise that it doesn't exactly teach itself. Learning how to play an instrument, not to mention the daunting task of studying general musical theory, takes time and effort. It also takes a solid collection of method and instruction books to help you along the way. Think of these as "music teachers on paper"; they're indispensable resources for aspiring self-taught musicians, and they're also valuable guides for beginners taking lessons, for use in between sessions with the instructor. Following the exercises and practice guides found in method and instruction books is a great way to speed up your progress.
With a quick look through this section, it's easy to see that all kinds of different instruments are covered at every skill level. That even includes vocals, with titles like Alfred's The Sight Singer Mixed Volume 1 Student Edition. Materials start at the beginner tier and cover topics from general playing techniques and knowledge to more specific lessons - for example, the KJOS String Basics Book 1 for Violin is designed to teach violinists already familiar with their instrument how to play as part of an orchestra, and the Hal Leonard The Ultimate Bass Scale Chart Book is a supplement dedicated especially to scales.
Speaking of supplements, multimedia is something else you'll notice a lot of here. Sometimes that's included with a traditional method book, like in the Music Sales Complete Absolute Beginners Guitar Course (Book/CD/DVD), and sometimes the "method book" is essentially a virtual one, such as the Hal Leonard Gibson's Learn & Master Guitar Boxed DVD/CS Set Legacy Of Learning Series. Since they offer you the ability to play along and learn interactively, these are a great way to hear your progress in real-time, as well as to catch minor errors before you accidentally develop them into bad habits.
Whether on paper or via digital formats, method and instruction books are one of the cornerstones of learning any instrument or musical concept. In some ways, they're the perfect teachers: infinitely patient and allowing you to revisit any topic whenever you like, these guides deliver instruction at your own pace. And when used in conjunction with traditional lessons, they'll form part of a well-rounded education that will set you up for long-term success with music as a career or hobby.