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Online social networks have greatly facilitated our lives but have also propagated the spreading of rumours. Traditional works mostly find rumors from content, but content can be strategically manipulated to evade such detection, making these methods brittle. To improve the accuracy and robustness of rumor detection, we propose to integrate and exploit the content, propagation structure, and temporal relations because information in the networks always spreads dynamically with significant structures. In this paper, we propose a novel rumor detection framework in online temporal networks via structure learning. Specifically, to exploit the propagation structure, we propose a novel hyperedge walking strategy on a meta-hyperedge graph to learn the representations of sub-structures in the networks. Then a hyperedge expansion method is proposed to generate more global structural features. The expanded hyperedges are more hierarchical, making the learned structural embeddings more expressive. To make full use of content, we design a hypergraph learning model using hyperedge expansion to fuse node content with structural features and generate comprehensive representations for the entire graph. To exploit temporal relations, we design a masked temporal attention unit for learning the evolving patterns of the network. Extensive evaluations with six state-of-the-art baselines on two real-world datasets demonstrate the superiority of our solution.