Training drills can be done in a server, against the computer, or with a team. Drills and repetition are the keys to becoming a more skilled gamer.
Learn to go into a server, and practice basic skills during a friendly game, and you will quickly advance. Try out new concepts against the computer, to become familiar with different weapons quickly. Practicing with a team is the most effective, and quickest way to improve skills. Any way you choose to do it, practice rather than just play around.