Hi, Henry I think that the closest to it is  "self-direct learning" (for "estudo dirigido").

  Since it is a terse explanation and then a "self-direct learning exercise".

  At least, it is the 'estudo dirigido' I know of, of old. 

  Also, there are:  

    -revision exercises
    -supplementary exercises
    -self-study exercises
    -practice activities/exercises

  These, are focused mostly on the exercises itself (however it may or may not come along with a beforehand explanation explanation, either.  So, they are more context-wise and have less complete a meaning than "self-direct learning".

    Hope it helps.

    PP.