not their self, in this case it should be themselves (most likely)
or themself, him self or herself.
Anyone can teach himself .., anyone can teach herself... or anyone can teach themself. (neutral gender but a bit odd).. More common for neutral gender would be Anyone can teach themselves...
I wrote "Anyone can learn Norwegian" and it's accepted.
My understanding is that "lære" means to teach (false friend! ;) ) while "lære seg" (lit. "teach oneself") means to learn.
In your sentence I think the problem is "whoever" as it has a different meaning than "anybody/anyone".
That doesn't work in English. It would mean "Any person who...". For example, "Whoever can learn Norwegian will have a better time in Norway."
The word does a better job of standing in for "anyone" as an object at the end of the sentence: "I can teach Norwegian to whomever/anyone".
Informally, "whoever" can stand in as a simile for "anyone". It's a dodgy way of talking but I would wager quite a few people would understand the meaning, especially if you emphasize the "whoever". A bit like people understand when someone says "That ain't worth nuthin".