If you have ever played in online poker rooms and casinos, you very likely simply signed up and began playing right away.  While this method certainly works, it leaves something to be desired, as there is far more to learn about poker than one can be taught from playing a simple poker game.  The subtle nuances and world of strategy that poker represents cannot be mastered in any short period of time, rather it takes extended study and a keen eye to optimize the player's chances of winning.  This effort to improve your game should include every possible avenue of study, from beginning books on the basic strategies of poker, to studying online forums and posting your hands that you have played in the past for others to critique.  This method of improving your game through a community effort as well as utilizing every conceivable option in analyzing what you may or may not be doing wrong can bring tremendous benefits to the player.  Researching the methods of winning and what you may or may not be doing correctly when playing poker online is a smart way to improve and consistently provide the ability to win in any given situation.
While experience is certainly the best teacher, many players can gain an advantage simply by asking around and trying to find the best possible information on improving and consistently winning their poker games.  Poker tournaments and cash games can be found anywhere, but online poker rooms and casinos move very quickly and can burn up your bankroll in no time.  But learning all that you can about how to win and how to protect your bankroll can help you stay alive in the online poker rooms and not be immediately taken apart by sharks.  The available resources on the Internet that can assist you in learning as much as possible about the game of poker is staggering to the point of being ridiculous.  In your lifetime, you could never begin to read all the information that is available on how to win at poker and adopting a strategy that works.  But at least making yourself familiar with the basic strategies on how to succeed and successfully adopt strong play strategies will help you to steadily improve your game as you play.
Building an online poker room strategy is a simple matter of studying and conducting research in every possible available area.