This might seem a question best left for those teaching theory but it is also a question that might illustrate some of the difficulties of the concept and reasons why many of us struggle to grasp it.
In fact it is very difficult to find papers on how social theory as such is taught  – though there is quite a lot to be found about teaching research methods and innovations in teaching research methods courses. Students seem to expect courses on research methods and often find them useful [5, 9]. Many research methods course provide similar coverage  but there is a strong argument for a more integrated approach, a weaving of methods . Innovations typically promote applied approaches eg creating and interrogating real data sets rather than pre-prepared ones, using one’s own experiences for promoting insight into concepts such as reflexivity, promoting ‘ways of seeing’ eg view the same ‘reality’ in different ways, linking research methods to student inquiry. [5,6, 7, 9 12]. They aim for greater relevance.
Social theory is a difficult concept for students and indeed examiners as people bring to it different meanings e.g ‘a good thesis but weak theorisation’ is confusing as you don't know what it means . Reference to theory comes up in all parts of a thesis but often more prominent in discussion about literature . Sometimes social theory does not come up even when you expect it too  even in examination of theses.
Social theory has been described as a threshold concept  in that being transformative; integrative; irreversible; bounded; and, troublesome, and more recently, discursive and reconstitutive. This might be that we are hiding behind the concept rather than what is contained in the concept is necessarily difficult. Those teaching theory need to understand and critically review:
- a taken for granted link between theory and explanation through to causality in some field and some traditions .
- theorisation may describe the jump description to explanation 
- There is a deductive / inductive divide in respect to theory
- There have been attempts to unsettle the link between theoretical contribution to knowledge and contribution to literature, for example more practitioner based research would demand theory to be tested in practice . Feminist theory amongst other would further question the basis on which the literature is organised as a research field .
- Gerry Mullins & Margaret Kiley (2002) 'It's a PhD, not a Nobel Prize': How experienced examiners assess research theses, Studies in Higher Education, 27:4, 369-386
- Terry Evans (2002) Part-time Research Students: Are they producing knowledge where it counts?, Higher Education Research & Development, 21:2, 155-165.
- Allyson Holbrook, Sid Bourke & Hedy Fairbairn (2015) Examiner reference to theory in PhD theses, Innovations in Education and Teaching International, 52:1, 75-85,
- Scott P. Sellsa*, Thomas Edward Smithb & Neal Newfield, Teaching Ethnographic Research Methods in Social Work A Model Course Journal of Social Work Education Volume 33, Issue 1, 167-184.
- Spronken-Smith, R. Implementing a Problem-Based Learning Approach for Teaching Research Methods in Geography Journal of Geography in Higher Education 29, 2, 203-221.
- Winna, S. (1995) Learning by doing: Teaching research methods through student participation in a commissioned research project, Studies in Higher Education 20, Issue 2,
- Jose M. Coronel Llamas & Ángel Boza (2011) Teaching research methods for doctoral students in education: learning to enquire in the university, International Journal of Social Research Methodology, 14:1, 77-90.
- Claire Wagner , Mark Garner & Barbara Kawulich (2011) The state of the art of teaching research methods in the social sciences: towards a pedagogical culture, Studies in Higher Education, 36:1, 75-88.
- Gray, J. (2014) Research Methods with Classroom Simulation and Food Detectives, Communication Teacher, 2014
- Kiley, M. (2015) ‘I didn’t have a clue what they were talking about’: PhD candidates and theory, Innovations in Education and Teaching International, 52:1, 52-63.
- Stewart. P.(2003) Introducing social theory to first year sociology students phronetically , Society in Transition, 34:1, 149-158.
- Lesley Johnson , Alison Lee & Bill Green (2000) The PhD and the Autonomous Self: Gender, rationality and postgraduate pedagogy, Studies in Higher Education, 25:2, 135-147
- Tashakkori, A. and Teddlie, C. (2003) Issues and dilemmas in teaching research methods courses in social and behavioural sciences: US perspective - International Journal of Social Research …,