The "no cry sleep solutions" book is brilliant. It saved my sanity with DS1, and I applied the techniques with DS2 from the day he was born. He was a BRILLIANT sleeper and always self-settled.
I don't think they ever "get it" on their own, unless you're very ruthless and just leave them to cry (which does work, but is very stressful). You need to try something, a small step, every night. When that starts to take effect, try the next step. And so on, and so on, until eventually they'll self-settle and stay asleep the whole night.
For example, if she can only sleep being held/cuddled, cuddle her, but when she's on the verge of falling asleep place her down. If she cries/fusses, pick her up again, cuddle her and calm her, then once again, when she starts to close her eyes and look sleepy, put her down. Eventually, she'll be so tired, and confident that you're not going to leave her, but she'll just go to sleep without crying/fussing. The next night, you'll probably find it takes less attempts before you can just place her down wide awake and she's happy, for example, to just hold your hand rather than be cuddled. Then, gradually, night after night, withdraw your hand sooner.