Preparation
Step 1, get a player that is worthwhile to train (young guy, decent potential, enough skill points for his age).
Step 2, get a decent trainer (3 is the bare minimum, 4 is considered best bang/buck, 5 works good)
Weekly training
Step 3, determine what you want to train your player this week (set your training regimen, for example Pressure (PG))
Step 4, play the player you want to train in the position that you train (PG in this case), he needs 48 minutes for 100% training
Step 5, hope for a skill pop on friday. If you get one, enjoy. If you don't get one, try again next week with a better chance.
Repeat steps 3-5. Training is a long term process, don't get discouraged if your player doesn't get better quickly. 1 pop every 2 weeks is normal, it gets slower the older your player gets.
These are the basics. If you follow this you should see improvement. If you get the hang of this, you can try training 2 players, or even 3. This is because you have 3 games, so 3x48 minutes in a specific position so 3 players that can receive 48 minutes (full training) in a week. However, getting 1 player 48 minutes in 1 game is a challenge (as can be seen in other threads). If you train 1 player, you can play him in 2 games to get to 48 minutes.
Determining what to train is another thing to learn. Know that training 1 position is much faster than 2 positions (Pressure for PG is about 33% faster than for PG/SG).