Training is a term typically associated with 'repping' or raising your various skills. There are three ways to raise a skill's level: 'repping' or repetition (repeated use of the skill), the use of skill points, and the use of trainers.
Every character receives a flat 60 skill points per level-up. These points can be spent at a one to one ratio for ranks in a skill. This is an effective way of insuring that class-essential skills or skills that are hard to manually train keep up with your level.