The Thrown Magic skill is a weapon skill. It is a skill that the following playable classes get:
As with all weapon skills to be able to use weapons that are linked to this skill you must physically know the skill only the classes that get the skill naturally can therefore use thrown magic as you can not train in this skill.
This skill is a ranged skill which means you can equip a thrown magic weapon to your ranged slot and still have other weapons equipped in your hands. As a ranged skill you should also equip ammo to maximise your damage potential in the case of thrown magic the ammo is special potions.
For a full list of the weapons that are tied to a specific skill you can use the Library > Items > Weapons screen.