From TF2 Wiki
Training is the special offline mode that became official with the Mac Update. In it, the player can choose a class and essentially "learn the ropes" of said class. At the moment, only the Soldier, demoman, Engineer and spy classes are available, but other classes may be available following future updates. Aimed at newer players, it also introduces basic gameplay found within Team Fortress 2. At the moment, only the Control Point game mode is available, but, as with classes, more are hinted to release in the future. An Offline Practice mode was also released with the updated, allowing newer players to get a handle on the game before entering a server with live players.
Target starts off the player in a small booth. The player is unable to move from the booth, but are constantly supplied with ammo and health, should they harm themselves. A small tutorial will appear, guiding the player along, and will direct the player on how and when to use weapons. The player is then instructed to use the weapons in tandem against wooden painted targets. Upon destroying the target, a special "HIT" particle will appear, indicating you destroyed the target correctly. Otherwise the target will reappear until the player destroys the target with the correct weapon. After the player succeeds in the first lesson, they are then given live targets, which will move around, attempting to fool the player. There are no weapon restrictions in this portion, so it is up to the player how they destroy the targets. The Engineer and Spy training exercises take place in the target area, yet the player is not confined to a small booth.
A Scout Target
A Soldier Target
A Pyro Target
A Demoman Target
A Heavy Target
An Engineer Target
A Medic Target
A Sniper Target
A Spy Target
After the player "graduates", they will be able to proceed to a training version of Dustbowl, where the player is instructed on the basic rules of CP, or Control Point. The first round gives the basics of Control Point play, instructing the player to control the points to move on. The second round introduces the Medic and how the class works. The final round introduces the Engineer and how the class benefits the team, and how they can be just as effective for the enemy. After you capture the final point, you "graduate" Soldier training and return to the main menu.
Offline Practice mode
Offline Practice mode allows the player to play the game, with no class limitations, against bots. The bot difficulty can be scaled between Easy, Medium, and Hard, and the amount of players that can be entered is up to the trainee, though the game recommends 16-24. At the moment, the only Offline Training maps available are Viaduct, Nucleus, Dustbowl, and Sawmill. Stats and achievements are turned off while in offline practice, though drops still occur.
Target Training: http://www.youtube.com/watch?v=w8xS8Q7DPnY&fmt=22
Dustbowl Training: http://www.youtube.com/watch?v=zBkfIkTjFvw&fmt=22
Addtional spy,engineer and demoman target training has also been created and is being tested in the tf2 open beta.