David therefore departed from there, and escaped to the cave of Adullam: and when his brothers and all his father’s house heard it, they went down to him. And every one that was in distress, and every one that was in debt, and every one that was discontented, gathered themselves unto him; and he became captain over them: and there were with him about four hundred men.
— 1 Samuel 22:1-2
David no doubt trained his men to use weapons, work as a team, and fight as an army. However, the critical training David provided them was in putting their trust in the Lord and caring for those they were placed with. David became a pattern to them in these things.
Adapted from David: After God’s Heart, page 71.