Saxo bank is great for a demo but you cannot trade strategies just individual options. I don't care for equtiy options I make my ££££ from the index. I post a weekly trade on my own blog for UK traders
If you are planning to learn options, you can certainly start from the internet. There are a number of websites, pdfs, journals, e-books, and other resources that can be referred to. You can also go through the books available for learning options. In addition to this, you can consult an expert or a mentor who can guide you on options.
There are plenty of ways to learn. You can check forums and learn from others' experiences as there are often many informative posts if you search well. Besides there are ebooks and videos as well as several informative articles.