I would strongly suggest enrolling in an music theory course, either online or at your local community college, and going through the various steps. Theory is something that can be grasped through experience and cobbled together factoids, but it can get extremely confusing if you do that and the more confusing something is, the less likely we are to experiment with it and discover new things!
Try to remember that if they have a name for chords that only use notes from the scale, then logically there should be chords that do NOT use notes from the scale - otherwise diatonic chords would just be called chords! As you start learning about the different scales and their relationships to each other, you'll learn how enharmonic notes (the same pitch w/ two names) and enharmonic chords will start to play a role.
For example, let's look at the good old Augmented Triad - A root, a major third, and an augmented fifth; or a major third with a major third on top of it. If I play the C Augmented triad, we have C E and G-sharp. If I play the E Augmented triad, we have E, G-sharp, and B-sharp. If I play the G-Sharp major triad, we have G-sharp, B-sharp, and D-double sharp.
Double sharps are weird though, so let's use those enharmonic notes. G-sharp is also A-flat, B-sharp is also C natural (check your piano roll), and D-double sharp is also E natural.
So for our three augmented triads, we have:
C E G#(Ab)
E G#(Ab) B#(C)
Ab C E (or G# B# D##)
That one chord can now represent three separate chords that will all essentially sound the same, and that follows for every other augmented triad on the keyboard. That lets you modulate keys, utilize notes not found in the major scale, and transition from diatonic to non-diatonic chords and back again.
