Your office, your chairman's office, the changing room, and the bank. Your chairman's is the place in which to decide on advertising, sponsors, ticket prices, and get sacked. The changing room is for coaching, training, and general handling of your staff and players. Using 16 different icons, put in a training scheme for each hour of each day. The same screen also shows you what areas of the play your team is stronger in, and where they need to improve.
Individual training works differently.
You have to hire staff for that- there are coaches for every skill, themselves rated so you'll know who to hire. In the individual training screen you have a listing of the players and the available coaches. Each coach has a different color. You pick a coach, then click on the specific skill under the player's listing you would like him to train. That player's skill value is then changed to the respective coach's color, so you will know who does what under whose supervision.