You need to cast spells to train magic. You need to get runes to cast spells. There are a few ways to get runes, depending on how you want to do it and how much you want to spend. The cheapest (and slowest) way is to make your own runes. You can mine all your own essence or buy some, then make the runes with the runecrafting skill.
The quickest way is to buy all the runes you need. You need a good income source for this, so you should develop a good money-making skill to fund your training (like fishing)
Feel free to check our training guide:
http://www.runecrypt.com/index.php?pid=771