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Did we evolve from Africans?

Who is "we" in your sentence?

Although, it might not have been your intent, you seem to exclude Africans (and people of recent African descent) from the "we" (which would be rather insulting)!

I will rephrase your question. I will pick "caucasians" (thinking that you might be caucasians and by "we" you may have had "Caucasians" in mind) to rephrase your question but I could have picked Han Chineese, Polynesians, Micronesians, Mongolian or any other (big or small) extant human lineages that currently lives mainly outside of Africa. I will rephrase your question as Did [caucasians] evolve from Africans?

What does "evolve from" mean?

No extant lineage is the ancestor of another lineage. An extant species of lizard is not the ancestor of an extant species of mammal, just like an extant species of mammals is not the ancestor of an extant species of lizard. The same hold true for any two extant lineages. Extant lineages share common ancestors. Their Most Recent Common Ancestor (MRCA) may have lived a long time ago or only relatively recently. This answer might help you to understand these concepts.

If you mean to ask Did [Caucasians] evolve from current Africans? as in Is Nelson Mendela the ancestor of Kurt Cobain , then the answer is (obviously) "No".

So, when you ask Did [Caucasians] evolve from Africans? , I am assuming, you meant Did [Caucasians] have descendants who lived in Africa?

Did Caucasians have ancestors who lived in Africa?

Yes. All modern humans (aka Homo sapiens or Homo sapiens sapiens) are descendent from first humans that lived in Africa. The MRCA of all modern humans lived in Africa.

To reiterate the above, this in no way suggests that modern Africans are "ancestors of" or "more primitive than" or "less evolved than" any other human lineage. However, interestingly, because early split among human lineages happened in Africa, the majority of genetic diversity among humans is found in Africa still today.

I learned about The Theory Of Evolution in middle school [..]

If you want to learn a bit more, you might want to have a look at a simple and very introductory source of information such as evo101 by UC Berkeley

EDIT

Comments shows that the OP did not quite get it yet. Here are some more info...

First, please have a look at this answer (already indicated under the section What does "evolve from" mean? above). Make sure to read it fully. Did you read it?

H. sapiens is a monophyletic group (for simplicity, I will make abstraction of horizontal gene transfer here). The MRCA of this group used to live in Africa. Some of the sub clades of this group have moved elsewhere in Africa, and some have moved elsewhere outside of Africa (there has been a fair amount of back and forth too and a fair amount of secondary contacts as there is no reproductive isolation among H. sapiens). That's all!

Your confusion comes from the fact that you call "Africans" both the MRCA and the current lineages that live in Africa. It may make you feel that people currently living in Africa and the MRCA of all humans who lived in Africa are somehow more related just because they live on the same continent but that would be wrong. All human lineages have evolved from this MRCA (who lived in Africa), whether the lineage you want to consider is currently living in Africa or not.