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.
Every player can individually train one skill at a time.
Another part of your squad are the scouts. And this brings us to the transfer market. The transfer system in USM2 is very simple. Too simple, in fact. You find a player you want, suggest a fee and contract, and immediately get an answer.