i know a little...
Dojo is name for a place for Martial Arts practice.
Do means the Way.
Jo is type of a fighting stick. perhaps it's only one of many meanings.
Shaolin means 'Young Forest'. it is famous Buddhist Monastery and Martial Arts Dojo, i think.
Learning should start under trained Masters in my opinion, and should continue in the Dojo of such if possible. This costs money in Today's World.
in my opinion it's good practice to go to different Dojos, without leaving Sensei (Teacher), to Learn.
i think Martial Arts should be joined, unique style created.
i think that after years of initial practice, Martial Arts can be practiced also without supporting Dojo, without going there, but it's not as great.
i practice at home and in park occasionally, when i can... in preparation for better times for training. it's not intense enough though to consider it seriously and add to my training years statistics.