WARNING
Okay, this will be a shameless plug for my industry and a reiteration of what has been posted.
READ, Read, READ, Read!
Get a Library Card! Then READ some more.
The more you read the better and faster you are at it.
Why should you trust me? I have been using the public libraries in America since I was a child. I have worked in a library for 15 years. I have watched immigrants learn english (not easy, our language is very hard).
Anyone can improve their vocabulary. And it is very true that asking why someone used a particular word instead of another, improves your vocabulary. Always question our language, it keeps your mind sharp.
Will reading a dictionary or thesaurus help? Yes. I have to write a lot at work (instructions, letters, blah, blah, blah) and I always look for the right word to convey my message. Words are there for us to use. You should be able to convey a feeling with words. All good writers can do this.
May I ask why you want to improve your vocabulary? I think everyone should aspire to that. However, don't get me wrong, I don't believe we all should speak proper english. That would be so booring. Words should be used to make life fun, know what I mean dude?