There's no easy way to learn it... you have to learn all of the techniques involved to be able to play it first. Then you have to know the fretboard backwards. Then you have to literally steep yourself in classical music.

The structures and progressions are so different to modern music and vary widely from composer to composer and era to era. There are no specific chords or scales etc... it just requires an exceptional knowledge of music and an ability to think outside of the box with regard to modern music.

You can get Yngwie, Angelo, Rhoads, Ziras runs etc from many places online, they will give you some ideas but won't help you to create your own licks. Check out www.guitar9.com for the lessons at the bottom of the homepage and look for Mike Campese. He transcribed some Paganini and also has good lessons on arpeggiated sweep picking and proper use of scales. Hope that helps.