Deep Reinforcement Learning (DRL) has recently witnessed significant advances that have led to multiple successes in solving sequential decision-making problems in various domains, particularly in wireless communications. The future sixth-generation (6G) networks are expected to provide scalable, low-latency, ultra-reliable services empowered by the application of data-driven Artificial Intelligence (AI). The key enabling technologies of future 6G networks, such as intelligent metasurfaces, aerial networks, and AI at the edge, involve more than one agent which motivates the importance of multi-agent learning techniques. Furthermore, cooperation is central to establishing self-organizing, self-sustaining, and decentralized networks. In this context, this tutorial focuses on the role of DRL with an emphasis on deep Multi-Agent Reinforcement Learning (MARL) for AI-enabled 6G networks. The first part of this paper will present a clear overview of the mathematical frameworks for single-agent RL and MARL. The main idea of this work is to motivate the application of RL beyond the model-free perspective which was extensively adopted in recent years. Thus, we provide a selective description of RL algorithms such as Model-Based RL (MBRL) and cooperative MARL and we highlight their potential applications in 6G wireless networks. Finally, we overview the state-of-the-art of MARL in fields such as Mobile Edge Computing (MEC), Unmanned Aerial Vehicles (UAV) networks, and cell-free massive MIMO, and identify promising future research directions. We expect this tutorial to stimulate more research endeavors to build scalable and decentralized systems based on MARL.