Whether you choose learned or learnt depends mostly on where you are (I would say learnt in this case).
Look at previous threads listed at learned learnt.
Whether you say learned a plot or learned of a plot depends on what they did.
If they studied and memorised the plot, they learned a plot.
If they discovered that there was a plot, heard something about a plot, they learned of a plot.
"Learned of a plot" - This is trying to express the idea that the intelligence agents discovered a plot to assassinate the last two. I honestly have not heard "learnt" ever used by anyone in everyday speech; I think "learned" is more commonly used.
Also, I can try to explain why "of" is used in this context. The agents learned about a plot to assassinate some people. You can replace "of" with "about" and get the same meaning. I hope this helps a little.
No, the usage of "of" in this sentence needs to be linked with the verb "learned".
"Learned of" is, in effect, one phrase and one verb. "Discovered" is a synonym for "learned of". I hope this is clearer to you.