A PhD degree means different things for different people.
In a PhD, you learn a lot of technical knowledge about a field. In fact, at the end of the PhD you will be the world expert of close to it in your particular area. However, at the end of your PhD, you will typically be working on a narrow problem.
In a PhD you will learn how to do research. This will range from formulating and solving problems and writing and presenting the results.
Research is very different from taking classes. In classes, all the problems presented have known solutions and all techniques needed to solve them have been introduced in the class. In research it is possible to work on a problem for years without knowing whether it is solvable.
In research, the problems you are trying to solve were never solved by anyone before --- that is why they are called research. Therefore you cannot ask another person for help as they will typically not be able to help you.
In research you are not constantly being told what to do next. You have to find your own path and plan what to do next. Your advisor will help you but you need to be self-motivated and pro-active.