Here are a few sites to try to learn how to pronounce new terms:
Forvo - Forvo claims to be the largest word pronunciation dictionary in the world. Enter a term in the search box in the upper right corner. You'll be able to play a recording of someone pronouncing the word. Some pronunciations are marked as 'pending'; these are waiting for other reviewers to mark them as correct. You may wish to confirm those pronunciations on another site to be sure they're correct.
Dictionary.com - Dictionary.com has audio pronunciation for many of its terms. Some of the words even include a "pronunciation note" at the bottom of the entry where there is information about common mispronunciations. (You can see a sample note if you search for "pronunciation".)
Inogolo.com - Inogolo itself isn't the largest source for finding pronunciations of religious terms. however, if you search for a term and they don't have it, it offers you an option to search the internet using the inogolo pronunciation search engine. That usually gets better results than just going to Google and searching a term.
NameShouts.com - NameShouts has names from all over the world pronounced by native speakers. it's only good for names, though.
Religion Stylebook - The Religion Stylebook is designed for journalists working with religious topics. Major terms are included with written pronunciation guides. It is a small collection of terms.