Yes, you could say Saya mempelajari seni modern…, but there’s a nuance:
• belajar is intransitive (“to study/learn” in general) and doesn’t change form for its object.
• mempelajari is transitive and focuses more on “studying a particular subject” in depth; its object is built into the verb.
Both are correct. mempelajari sounds a bit more formal or academic.
Time expressions in Indonesian are flexible. Common positions are:
1) At the end: Saya belajar seni modern di sekolah setiap hari.
2) At the beginning: Setiap hari, saya belajar seni modern di sekolah.
3) Before the verb: Saya setiap hari belajar seni modern di sekolah.
Putting setiap hari at the end is most natural, but all three positions are grammatically correct.