The best way to improve your writing using the Purdue University Online Writing Lab is to find a skill or concept you'd like to work on, read all of the rules and guidelines, practice following the guidelines in a writing exercise, and check your work against an example on the site. The Purdue OWL offers a host of resources and tips for writers.
The Purdue OWL covers nearly everything writing-related, from basic grammar to more advanced concepts like visual rhetoric and literary theory. The site offers clear guidelines and instructions along with examples and writing samples for writers to follow.
To improve sentence structure, start by skimming the section on mechanics to learn some of the basics. Once you have an idea of what issues to work on, read more about that area in depth. For example, if the topic you're working on is sentence fragments, start by learning what a sentence fragment is (an incomplete sentence) and looking at some common writing problems that create sentence fragments (usually a dependent clause that needs to be connected to a main clause). Once you understand the problem, practice writing sentences and then use what you've learned from the Purdue OWL to help you identify and edit fragments.