No, it is exactly like in English. The words magyar, angol, francia ... can be either nouns or adjectives the same way as the words Hungarian, English, French can be both nouns and adjectives in English. However, in case of magyarul tanulni the word magyar is perceived as an adjective (consequently magyarul is an adverb) while in case of magyart tanulni it is a noun.
A magyar nyelvet akarom tanulni. (Here magyar is an adjective, nyelvet is a noun in accusative)
Magyart akarok tanulni. (Here magyar is a noun, meaning "Hungarian language")
Nem ismerek egy magyart se. (= I don't know any Hungarian, i.e. "no Hungarian person". Here magyar is a noun)