How to be a successful film director?Watch
Go find your favourite films on there and read the screenplay. Start studying how to structure a screenplay and what makes them interesting.
Download free software for screenplay writing (CeltX, WriterDuet, Trelby... etc) and start writing something in your spare time. Generally you write 1 page = 1 minute of screentime iirc. So consider writing a few shorts to 'get you in the swing of things' and I would suggest watching a couple of short films for inspiration. Whenever you finish something, you need to consider re-writing it at least 3-5 times as the first draft will be genuine dog**** no matter how much of your hopes and dreams you put into it. It will be full of error and senseless dialogue, timeline shifting all over the place in a confusing way etc
Then I would reccomend that you start considering competitions, or some ways of getting professional feedback such as blcklst. All of this you can do in your spare time and don't need any professional study to do it. In terms of actually filming them, you could approach your uni and ask if they could borrow you equipment to film some shorts but you'll likely need to have something substantial already to merit using expensive equipment.
My first short film that I made that got some good reception was someone preparing a meal for a date due to arrive and everything is going wrong and it ends on the doorbell as the main dish goes up in flames. It's quite anxiety inducing yet funny lol. Screenplays is something I wanted to get into but I just wasn't motivated enough to go over my drafts over and over.
Give that a watch, pretty simple idea yet compelling no? Lot of show no tell, and down to earth dialogue.