Based on the level of respect or formality, you can say "Thank you for teaching us" in Korean in 3 ways:

• Informal: uri-reul gareucheo jweoseo gomaweo (우리를 가르쳐줘서 고마워), uri-reul gareucheo jweoseo gomapda (우리를 가르쳐줘서 고맙다)
• Formal: jeohui-reul gareucheo jweoseo gomaweoyo (저희를 가르쳐줘서 고마워요), jeohui-reul gareucheo jweoseo gomapseupnida (저희를 가르쳐줘서 고맙습니다),
• Very Formal: jeohui-reul gareucheo jushyeoseo gamsa-deuripnida (저희를 가르쳐주셔서 감사드립니다)

- to thank: gamsa-hada (감사하다)
- you: neo-ege (너에게), ne-ge (네게), dangsin-ege (당신에게), dangsin-gge (당신께)
- to teach: gareuchida (가르치다)
- us: uri-ruel (우리를), uri-deul-eul(우리들을), jeoheui-reul(저희를), jeoheui-deul-eul (저희들을)

Please refer to How to pronounce Korean Alphabet for the English pronunciation in this answer.