When you're on the job, you're not taking a coffee break or watching TV: you're working. A school bus driver who's picking up kids and yelling at them to sit down is on the job.
Your first day on the job is your very first day at work, and if your boss asks you to stay late, you may still be on the job at seven PM. The phrase "learning on the job," means just what it sounds like: learning some skill at work by trying it, or while a mentor demonstrates or instructs you. You might want to avoid texting your friends while you're on the job — better to wait until that coffee break.