Learning 'the hard way' means that someone had to experience difficulty before they learned their lesson. For example, if a person were to crash their car while driving drunk, they might learn 'the hard way' that it is dangerous. Sometimes people say that "they'll have to learn the hard way" if they try to give advice to them but the person doesn't listen.

Hard way - a way of doing something that makes it more difficult rather than doing it the easier way. OR - in your example: Hard way means, learning from unpleasant experiences rather than by being taught. Sample analogy: He went up to a tree branch using a rope. -- This is the hard way. He went up to a tree branch using a foldable ladder. -- This is the easier way. Using a foldable ladder in climbing is easier than using a rope. Sample: He was advised to lessen his working hours and spend more time with his wife. - This is the easier way if the advice is followed. He recently lost his wife to cancer and he wished to have spent more time with her. - Hard way of learning the importance of spending time with her wife.