How can I learn to speak language X? Can you send me a dictionary or language learning materials?

Ethnologue itself won't help you learn a language. There are many resources available for the widely known languages that can be found by doing a simple web search. You can use the Other Resources link in each language entry to see what language documentation and literature might be available in the language. The OLAC list of resources may provide a starting point for finding resources for the less commonly known languages where fewer resources are likely to be widely available.