Training skills is one of the things determined by your profession, as you can only train BOs that match your profession. An Engineer can only train engineering BOs, and so on. While you can raise any skill to level 9 to unlock training, if that trained ability is for a BO profession other that yours, the unlock can't be used. As for the mechanics of training a BO, there should be a little "Train" button at the bottom of your character's status screen. Click it, and you'll be able to train skills to your profession's type of BO.