Stockfish did not teach itself to play chess. You are probably thinking of Leela Chess Zero - an open re-implementation of AlphaZero - both were given nothing but the rules of chess and a board and played millions of games against themselves until they were the strongest engine available at the time.

Stockfish's neural net evaluation model was trained on millions of its positions with its own original algorithmic evaluation function (entirely developed by humans) and search tree. The result was a much smaller model than Leela's that requires little computation (not even a GPU), paired with its already extremely efficient search/pruning algorithms that made it stronger than Leela in competitive play. Leela's evaluation function is much stronger (at one ply it has an ELO of around 2300, Stockfish is probably closer to 1800), but it requires vastly more resources and those are always bounded in a match.

Humans haven't learned as much new information about chess from Stockfish as we have from Leela.