The training of soldiers, vehicles and support troops consists of several stages.
First, you need to stockpile the required parts. The primary source of parts are the Smugglers. Also, you can find parts while clearing ruins or you can get them for completing quests.
The final stage is the training of troops. You will need the Barracks (the Factory or the Assembly Workshop respectively) where the instructors will help you make the end product out of the parts.