You can learn online or you can buy the book online.
I would love to share few way to learn PMP
Google - You can learn from any search engine. Put your query on Google and get the solutions
Video - You can learn from video, watch the video and get the hint
Article: Read informative articles
Forum or Community: - You can share your query there and get the result by expert
Online Tutorials: - You can practice on online tutorials and do the practice at home
If you have budget, I want to suggest that you should do the course from any well-respected institute like - Koenig Solutions
Marcello - I recommend it as it got me in the right frame of mind to think in the way the PMP Exam is written. I am not sure of your background, however a few other PMP's mentioned that that what you do in your real world work of Project Management is not what is covered in the PMP Exam. As Ahmed mentioned in his post, a book like "Head First PMP" , which is book I read as well, helped me with the basics.
Cornelius is absolutely correct that you need additional outside prep books to assist in your study. The PMBOK Guide (and the podcast) do not cover all of the material you will see on the exam. The normal recommendation for materials is Rita Mulcahy's book (PMP Exam Prep, 8th Edition) but there are others out there that are good, such as the prep series by Aileen Ellis, Kim Heldman's book, and online flashcard resources. Definitely do not try and take the test by studying only the PMBOK Guide. Search around for what you need. If you search for me on Amazon.com, I have a small ebook that provides recommendations for study as well.