To train is to intentionally develop a specific skill.
Skills can often be developed by directly using them, especially if such use includes relevant variables which facilitate the development of adaptability and improved conception of those skills. However, agents often use training programs which develop skills in specialized, repetitive and (sometimes) intentionally varied ways.
Training programs are especially associated with (much) training which is governed or facilitated by other agents, including teachers and coaches. However, agents often use self-governed training programs as well as many spontaneous and arbitrary intentional acts of training.