Exploratory data analysis is an essential for preliminary examinations of data. Through the analysis, it suggests what and how data analysts should do in their in-depth data analyses. Although it heavily relies on computer hardware and software, it should happen in the data analysts not in the computers. Without true understanding of exploratory data analysis, it is difficult to make correct judgment on and interpretations of statistical patterns in data. Consequently, data analysts may not have any idea or may even use inappropriate statistical tools to perform their in-depth data analyses. Therefore, the learning of exploratory data analysis is an educational issue and should emphasise on the integration of correct statistical knowledge and practice. In this paper, the author wants to discuss how computer-based learning environment is beneficial to student's learning; to explore an educational process of students; to explain how visualisation approach to be able to facilitate their learning; and to illustrate how to use computer software to achieve their learning objectives.