He already knew how to fight with Water Tribe weapons/regalia:

Then, in what’s likely the first Earth Kingdom village he’s ever visited, he learned how to fight with the Warriors of Kyoshi:

When he reached the Northern Air Temple, he was able to tap into the philosophy of the airbenders and realize that the best way to win a battle is to avoid face-to-face confrontation by instead using creative means (and the sky) to take down your opponent:

And finally, when he reached the Fire Nation, Piandao taught him how to forge a unique weapon and hone his swordsmanship:

Sokka learned all four non-bending styles!

Really puts Iroh’s quote into a different context:

*sound of me slamming my finger in the car door*