Project training costs will come from the project budget. Unless during signing contract you have mentioned that client pays for training.

Also in Cost Reimbursable and T&M contracts, Client may pay for training if its agreed upon earlier, In FP projects , it will have to come from project budget.

Depending on project, If it is Functional organization the training costs will pay by its dept. Sometimes FM denies to pay. then it comes from Project Budget.
Depending on situation.