I think it is wrong."Are the any update regading the training?"
Are the or are there? If you use "any",there isn't "the" before it.I think you mistyped?
update could be a verb or a noun and we don't use "any update" if update is a noun.You may say "an update on ......"
regarding is a preposition.
It could be changed as follows.
Is there an update on the training?
or: Are there any update regards for the training?
I think the first one is closer to the original sentence.