Each week your players can improve their skills through the training. As manager you choose the focus for your team in the upcoming week, your staff will deal with the trainings themselves. You can choose the main focus (something they will train most) and secondary (which will be less effective).
There are 6 types of training sessions:
Each type of training session (except for regeneration) will cost your players some fitness points, but also each of them may cause injuries (even regeneration has marginal chance to cause an injury).
Good head coach will help you develop your players quicker, but also keep in mind that number of players in first team does matter - the training is more effective when coach can concentrate on smaller group of players. In some cases it is better to send non-essential players to reserve team, where they will not improve as fast, but will gain team fit and experience that they could not in the first team matches.
Good club physio will decrease the chance of your players to get injured during the training, but also can help them lose less fitness points during the training.
During the break between seasons you can send the whole team to a training camp, where they can train in more or less luxurious conditions. The difference between normal training sessions and training camp is that while taking part in camp the players will get to know each other faster and will mix heavy work with bit of relaxation.