I am studying the third person POV for my novel. I read about the third person limited POV. I don't understand how can one write a scene when the POV character is not present in the scene. I have just started reading on POV and have got extremely confused about the omniscient, limited, and head-hopping.
I suspect your biggest hang-up is not understanding it's possible to have a book with multiple third-person limited PoVs. If your book has an extremely important scene without which the story makes no sense, but lacks the main character for plot reasons, you could tell the scene from a different character's (third-person limited) PoV.
However, don't overuse this trick and relay all important plot information via one-off characters whom the reader meets once and then never sees again. The reader generally wants to know what goes on inside a viewpoint character's head, and if there are too many characters to keep track of this becomes too difficult.
As an alternative to putting information out on the page directly, consider sprinkling a breadcrumb trail of clues for the reader (and viewpoint character) to piece together. If the heroes in a fantasy novel are two thousand miles from the siege evil orc overlord Bargzhuil-Gro-Gorgak lays on the Empire's capital city, you could switch to the overlord's perspective for that scene. Or, you can have the heroes arrive two weeks later and find a city in ruins, orc and human soldiers rotting out in the field, ravens pecking at dead eyes. Either option communicates the same information.
Just to add a note to what Anna A. Fitzgerald answered. Each scene should have a single POV. It should be clear to the reader who the POV character is for each scene. Some novels where the author has included multiple POV characters will title (or subtitle) each scene with the POV character name. If the voices of the POV characters are distinctive to the reader (and that is a big if), you might be able to skip the titling. But err on the side of over specifying rather than forcing the reader to guess (incorrectly).
Finally, unless there is an unavoidable reason to have a given POV character, you should not include them. There should be a clear fact (or set of facts) that the POV character (and only that POV character) can reveal that advances the story. Every switch of POV adds to the cognitive load carried by the reader. There must be a payoff for doing the work needed to make that switch.
The simplest answer is that you don't show that scene. You have the main character learn about it after it happened, or you just leave it out of the story.
Deciding to write in third person limited is a decision to constrain yourself. Constraints are valuable in art because art is all about making decisions, and if you have fewer decisions to make, you may be able to make them better. They also force you to problem-solve, and the hard solutions end up being more interesting to the reader than the easy ones.
Ultimately, though, it's your story and you can do what you want. On the principle that there's nothing quite like an example, the Harry Potter series is almost entirely third person limited to Harry's point of view, but there are a number of sections that either use a different character's POV or take a more omniscient perspective.
Maybe you can have another character point out to the main character that he/she is making stuff up. For example Penny does this to Leonard in the episode The Staircase Implementation