Smart services based on the Internet of Things (IoT) are likely to grow in popularity in the forthcoming years, necessitating the improvement of fifth-generation (5G) cellular networks upgrade of future networks from their present state. Despite the fact that the 5G cellular networks may manage a diversity of IoT services, they may not be able to fully meet the requirements of emerging smart applications due to their limitations that, in many cases, could be overcome by applying artificial intelligence (AI). Therefore, sixth–generation (6G) wireless technologies are being developed to address the limitations of 5G networks. Traditional machine learning (ML) techniques are driven in a centralized way. However, the huge volume of produced wireless data, the confidentiality concerns, and the growing computing competencies of wireless edge devices have led to the exposure of a promising solution in a decentralized way which is called distributed learning. This paper provides a comprehensive analysis of distributed learning (e.g., federated learning (FL), multi–agent reinforcement learning (MARL)–based FL framework) and how to deploy in an effective and efficient way for wireless networks. Moreover, we describe a timely comprehensive review of the role of FL in facilitating 6G enabling technologies, such as mobile edge computing, network slicing, satellite communications, terahertz links, blockchain, and semantic communications. Also, we identify and discuss several open research issues related to FL–empowered 6G wireless networks. In particular, we focus on FL for enabling an extensive range of smart services and applications. For each application, the main motivation for using FL along with the associated challenges and detailed examples for use scenarios are given. Regarding the AI techniques, we consider MARL–based FL framework tailored to the needs of future wireless networks for ensuring fast convergence and high model accuracy of large state and action spaces. Particularly, to manage the fast varying radio channels and limited radio resources (e.g., transmission power and radio spectrum) in a cellular communication environment, this article proposes a robust MARL–based FL framework to enable local users to perform distributed power allocation, mode selection, resource allocation, and interference management. Finally, the paper outlines several prospective upcoming research topics, aimed to create constructive incorporation of MARL–based FL framework for future wireless networks.