Ok I know Auron travelled on Sin to bring Tidus to the real spira. But Tidus already knew him. So did Auron travel to the Dream Zanakand alot? And did he do this on Sin.

When did he learn about the dream zanakand and how to travel their.

If they learnt on their pilgrimage then surly Jecht must of learnt aswel and known he could return to the Dream Zanakand rather than becoming the Final Aeon

It's never really specified. But it's indicated that only Sin can pass between Dream Zanarkand and Spira. Auron may have figured out a way by being near Sin when it was close to the Summons wall. Or he may have found a way to enter Dream Zanarkand because he was unsent and had somehow discovered the true nature of Jecht's Zanarkand.

As I recall, Jecht asks Auron to go to Dream Zanarkand just before Jecht becomes the Final Aeon, as he wants him to look after Tidus. So Auron and Tidus must become acquainted soon after, though obviously Auron doesn't tell him a whole lot about what happened, just that Jecht isn't gonna be coming back home. I don't remember the exact timeframe from when Jecht becomes the Final Aeon, to the actual beginning of the game, though, but I know it's many years. Auron just remains kind of a shady mystery figure and Tidus' friend. I hope that helps a little :)

If they learnt on their pilgrimage then surly Jecht must of learnt aswel and known he could return to the Dream Zanakand rather than becoming the Final Aeon

He did, but he choose to become the final aeon. When he did, he killed Yuna's father, but it resulted in a "calm".

Ten years passed between Yuna's father's pilgrimage and Yuna's pilgrimage.