The mod is a utility for those who like to play the game with a modicum of realism, not to mention that they like to take on higher challenges that the vanilla game may throw at them. If you don't know yet, BakkesMod is a game mod (modification) for Age of Conan and other games in the Age of Conan universe. The mod was created by a French modding company called "X-ox" and their English language translation has been known to be substandard. That being said, however, the mod is still popular because it is very fun to play, even if the mechanics are not as realistic as they should be.
In order to utilize the advanced training modes, first go to Training Mode on a map you prefer, open up the BakkesMod settings, and then click on the mode you wish to use. You can then use the keyboard shortcuts on the left of the bottom toolbar to switch between the different training modes. You'll find that each of the modes has its own hotkey, which is bound to a very low-keyed setting. You should also note that when you change your hotkey, it will not take you to the next level up from the current one; rather it will move you back to where you were in the previous level. This means that you can easily go back to where you were supposed to end up or continue where you left off if you wish.
Some may find this feature annoying because they wish that they could just press the hotkey and have an unlimited number of trainings every time they back. However, this feature is actually quite useful if you plan on training manually, because it allows you to focus on the more important features of the mod instead of focusing on the repetitive actions that the mod provides. If you are going to be training manually anyways, this shouldn't be a problem, as Bakkesmod is quite easy to learn.