Self-education means learning on one’s own.
Any topic taught with the assistance of an instructor and/or written materials is something that someone (or a group of people) in the past has self-educated for the very first time, whether it is something like learning about a historical event, crafting research methods in history, or coming up with a new engineering design. Indeed, a PhD is a certification that the graduate can self-educate by discovering new knowledge. Of course, other forms of self-education involve learning existing knowledge on one’s own, typically with the aid of written and/or recorded material, even though there may be no live instructor involved.
For example, in real time, political scientists, historians, other social scientists, journalists, and many others are self-educating (or at least trying to) themselves about the recent election, particularly the interesting open questions about why and how the results happened and the reactions to it, rather than just the results that anyone can look up.