A lot of parkour (lets just ignore free running) can be learned and practiced in a basic park/playground. Of course, start by having the physical fitness to be able to run.
Next, think of what your terrain requires. Is there a lot of close buildings? Are there a lot of stairs? Is it mostly back alleys with dumpsters, chain link fence, or etc? Are you getting through tress? It is small spaces to get through quickly? Think of how YOUR body will have to get through YOUR terrain and then practice those movements.
Right now my terrain is a lot of alleyways and a lot of sliding into smaller spaces. I practice running leaps, quick jumps, rail walking, rolls, and etc.
You'll come to get more and more creative about movements to learn as you are out on patrol or just doing practice runs.