Set up Training courses from the User tools panel and the Training courses link.
Courses are the actual classes, e.g. "Orientation" at 2pm on 22nd. Click the Add a new course link on the left to add a course. Or right-click on a course to modify it, delete it, or create a new one. Right-click and choose See the course's registrants to see the individuals who are signed up for the course.
In the screen above, the Training Subjects and the Descriptions (Courses) are mostly the same, but they don't have to be. For example you could have a subject of "Orientation" and descriptions of "Student Orientation", "Orientation for office volunteers", etc., to help identify individual sessions.