Complex sentence: During pre-season training, Sassuolo won the TIM Trophy after losing to Juventus on penalties then beating Milan 2--1, marking the first time a team apart other Milan, Internazionale or Juventus have won the Cup.
Split into simpler sentences: During pre-season training Sassuolo then went on to win the TIM Trophy after losing to Juventus on penalties and then beating Milan 2--1. This is the first time a team apart from Milan, Inter or Juventus have won the Cup.