You can do training by hitting the wooden targets. Complete the training mission by finishing all twenty rounds to unlock a weapon. The new weapon varies, depending on which weapon you are training with. Training with sword will give you the Evil Sword. The spear will give you the Medusa Spear. The 2 hand sword will give you the Grand Saber. The axe will give you the Icicle Axe. Also, when you do mission 19 for any of these, it will give 5,000 experience points. With two training devices, the experience is worth 8,000.