You should read the entire article but I will give you a snippet here:
"We “learn,” and after this we “do.” We go to school and then we go to work.This approach does not map very well to personal and professional success in America today. Learning and doing have become inseparable in the face of conditions that invite us to discover." http://www.wired.com/2014/10/on-learning-by-doing/
Preschoolers are experts in learning by doing. Almost everything they do is "doing" from stacking blocks, to riding tricycles, to scribbling, painting, and molding. The important thing for us to do as parents is to step back and let our children do their things in peace. The more practice they get at being on their own, learning to discover, enjoying their experiments without us butting our noses in, the better equipped they will be to maintain that skill in years to come.