Hypergraph learning is a technique for conducting learning on a hypergraph structure. In recent years, hypergraph learning has attracted increasing attention due to its flexibility and capability in modeling complex data correlation. In this paper, we first systematically review existing literature regarding hypergraph generation, including distance-based, representation-based, attribute-based, and network-based approaches. Then, we introduce the existing learning methods on a hypergraph, including transductive hypergraph learning, inductive hypergraph learning, hypergraph structure updating, and multi-modal hypergraph learning. After that, we present a tensor-based dynamic hypergraph representation and learning framework that can effectively describe high-order correlation in a hypergraph. To study the effectiveness and efficiency of hypergraph generation and learning methods, we conduct comprehensive evaluations on several typical applications, including object and action recognition, Microblog sentiment prediction, and clustering. In addition, we contribute a hypergraph learning development toolkit called THU-HyperG.