-Is it possible to learn to meditate out of any groups, classes etc? If so give me advices. How? Any books/sources?
Groups can certainly help, especially if you share similar values, motivations, and practices. There might even be a talk or lecture afterward about what you practiced. Meditation retreats, where you're around the same people for a certain period of time, can intimately involve you in what you are doing. You eat and sleep in the same place as your group, devoted entirely to your practice. You might be away from your phones and laptops and meditate for hours every day. The question is, will you be able to maintain that same level of awareness when you leave the retreat, when you have to deal with a micromanaging boss or an annoying neighbor?
Some people, for instance, go to the gym to be in an atmosphere of improvement. They are reinforced through their exposure to others, want to connect to their communities, while always having a place, a special space, which acts as a sanctuary. Momentum is important too. The more you go, the more you want to go, the less you go, the harder it is to go.
Partners can hold you accountable for your actions, can teach you new perspectives and disciplines. I enjoy partners who are passionate about their disciplines, but still make me laugh when we practice together. They help me to remember that I am not a zen robot. I am a human and shouldn't take myself so seriously. After all, we are only playing.
I prefer to meditate alone. Sometimes I listen to guided meditations or read books about different techniques and try them out. Jack Kornfield, Ram Dass, Alan Watts, Joko Beck, and others, are good resources. They can provide the context for the meditation. They can give maps or models for what you experience, why you feel that way, what your purpose is, and so on. You can learn through them as guides, but not as the ultimate authorities for your subject-oriented experimentation. In the end, you are a light onto yourself. You are your own authority. All their wisdom will be useless if you are not practicing. So, while groups and partners and others can be extraordinarily helpful, they are not necessary. I still suggest that you should try to learn from everyone and everything, being in groups and alone.
-What kind of meditations do you advice?
I mostly do zazen, koan practice, and pranayama. Sometimes I combine these techniques. Sometimes I don't. At the same time, I practice mindfulness when I'm doing other things, such as martial arts, skateboarding, running on the trail, talking to a friend, getting stuck in traffic, writing, and so on. Mindfulness encompasses all pursuits, all activities, even beyond the Zafu cushion. "When you walk, walk, when you sit, sit, when you eat, eat."
-How to not get distracted?
Being distracted is natural. Beginners often experience what is called "Monkey Mind." Thoughts/feelings/sensations will come, go, come, go. Do not grasp onto them, do not block them. Watch them as they transform within you. Let them go.
-Have you noticed any improvement/change in yourself due to meditations?
I can list all the neuro-scientific and subjective benefits, but then, you will only get an intellectual understanding.
What's more important is that you practice. Let me know how you change.