Critical theory is a way, developed in the mid-20th century, of approaching studies. Critical theory in the humanities context is less about social critique and more about analyzing texts and how we assign meaning to them. fyi, a "text" can be almost anything from a comic book to a riot - any discrete work or happening that can be examined carefully in depth.
Since theory is sometimes not specifically taught by instructors, here are some books that you can use to educate yourself.