the best way I believe is to start with reading the book of Law by aleister crowley, and read about Aeon of Horus.
Then pondering out topics of interest from the book Ceremonial magick by Abraham of Worms.
There are, however, they are usually thought of as being simply a reflection of the one God/source/kether. That is my point, Thelema recognises other Gods, as well as everything in existence as permutations from a source of oneness. It is therefore polytheistic and monotheistic at the same time. Or soft polytheism as it is known in some circles.
Of course some Thelemites can also take the stance that Gods and Goddesses are portions of our own psyche. I am personally not one of these, however, it is becoming increasingly popular. Which is why Thelemites can also be atheistic.