(2) Develop a portfolio (e.g. Github) leveraging #1
(3) Apply for jobs leveraging #1 & #2
(4) Apply for your next job leveraging #1, #2, and #3.
(5) Repeat
Honestly the route of a traditional college education is exactly the same, except replace #2 with "a magical piece of paper which asserts I know #1." People sometimes struggle because they jump from #1 to #3, and have no way of showing they can apply the knowledge obtained in #1.
But it really depends what you're learning. If you took a bunch of mechanical engineering self-taught courses, it is unlikely anyone is going to let you design a bridge. Whereas technology related fields are a little bit more flexible.
Going this route will always exclude you from some jobs, since they have hard requirements for a college degree. But there's plenty of small-medium businesses that only want to see you can do the work they want doing and will accept their low[er] initial salary.