Neither AlphaZero nor MuZero can learn the rules of chess from an empty chess board and a pile of pieces. There is no objective function so there’s nothing to train upon.

That would be like alien archaeologists of the future finding a chess board and some pieces in a capsule orbiting Mars after the total destruction of Earth and all recorded human thought. The archaeologists could invent their own games to play on the chess board but they’d have no way of ever knowing they were playing chess.

AlphaZero was given the rules of the game, but it figured out how to beat everyone else all by itself!