To add custom fields to your Training sessions, log in as an Administrator to your system and from your administration dashboard visit the Extend Profile section.

Here, you will find a tabular list of all your defined Extended Profile Fields. To add a new profile field click on the button "Add Field" on the top left corner of the screen (1). 

Fill in the field properties, such Name, Label, etc and for the option Create for choose Training sessions (2).

Once you have created your new custom field for Training sessions, it will appear in the list of all available extended profile fields.

Later when you add or edit a session this field will appear (3) among the other advanced settings.