The training you select only takes place on Friday morning processing. So if you change training 100 times during the week it is only the training that was in place on friday that matters.
Any player PLAYING the position(s) you're training will receive training that week. The amount of training is dependent on the number of minutes he played - 48 or more minutes is full training. Any more than 48 does NOT increase training. (but does have an effect on game shape, but that's a different issue). Less than 48 minutes is significantly reduced from full training, and training does not decrease in a linear fashion.
On Friday morning any player who has increased in a skill will have a little green arrow next to the skill that went up. During the rest of the week there is no effect from training.
Younger players train faster. Shorter players train guard skills faster, taller ones train big man skills faster. Generally speaking, the fewer positions you train the more quickly players will improve. When it comes to training the "suggested position" listed on a player's profile has no effect on training at all.
I have no idea what you're asking re: adjusting categories.
I think those are the basics that normally get asked. No idea if that answers all your questions or just tells you things you already know.