During a typical driving lesson, your instructor will either be introducing you to a new subject, or you will be practicing and improving upon something that you have already been taught.
Each lesson (apart from your first) will start with a brief review of what you did on your last lesson. Your instructor will then explain to you what you are going to be doing during the new lesson, and give you a briefing on it. If you are being introduced to something new, he or she will explain it to you, give you a demonstration, (if appropriate), and you will then practice.
You will never be "thrown in at the deep end", or asked to do more than you are capable of doing.
The lesson will finish with a review and discussion on how things went. If you need to do any preparation for your next lesson, your instructor will set this for you.

People learn best if there is a focus on just one or two things per lesson. That way you can remember those few things.
It is surprising how soon all of this adds up to a lot.
If you try and pay attention to too many things per lesson you will end up remembering little. (One of the reasons why intensive courses are not always the best way to learn.)

As mentioned earlier, when you are first introduced to a new subject, your instructor will give you a full explanatory briefing. Once that has been completed, you will then practice, and be "talked through" what you are doing. Once you are comfortable, the level of assistance given to you will gradually be reduced, so that you are able to perform the activity with just "prompting and corrective assistance".
Eventually, even that level of help will be reduced, as you demonstrate your ability to perform on your own, to "test standard".