Well, the tags around this comic page say that it was made in Adobe Illustrator and Photoshop CS6, and I think that some electronic pen (in addition to the mouse) has been used as well. About learning of these programs: well, you can see how many people have gone through it, so I can assume that main challenge is understanding the correct shapes, anatomy and expressions (same with a paper drawing, and it still will need tons of practicing), and working with all these sparkles, shades and other effects is secondary* and goes much easier. You can always find some
Youtube videos with tutorials or timelapse of art creating processes, and take attention that thanks to multi-layer system, the drawing on a computer can be even easier because you don't need to erase auxillary lines, just hide the corresponding layer, and that's all. And you can't zoom on a paper, not talking about the endless paint reserves and this magical UNDO button

.
As you see on this comic, the graphical effects are important, but correct shapes and expressions still transmit the most of information. You can literally feel how this dust fills Pinkie's nose, how massive is the tickling and how satisfying is the resulting sneeze (and I find its massiveness to be totally justified) on a next page

. But yes, this author is very skilled (just look at his commission prices

), so it's better to use less complex pictures as a training examples.
*well, at least for my work (
technical drawing) without understanding how some plans or details should look, AutoCAD will be like overcomplicated and overpriced Paint, and nothing more.