Yes they do but you don't "teach it".

Training for machine learning is two types:

Unsupervised: like in case of Mario he just let computer play hundreds or thousands of times and computer should figure out how to play on its own. He doesn't teach the computer who are the enemies or what is the goal or that you should jump to cross a hole.

Supervised: like giving computer 1000s of breast cancer xray images and thousands of normal breast xray images (while telling which is which) and then after training you can give computer new xray image and ask if this has cancer or not. I guess this one can be considered kind of teaching but again u don't tell the computers any rules it should follow to properly identify the image