The Training Mode menu option allows you to run Smart Contractor using a copy of the database. This allows you to "play" with your data, and make any changes you want without affecting your live data.
To exit Training Mode, simply exit Smart Contractor. The next time you run Smart Contractor, it will use the live data again.
You will always know when Smart Contractor is running in training mode, because all of the forms are displayed with an annoying aqua-marine colored background. Other than that, Smart Contractor operates exactly the same in Training Mode as it does normally.
If you would like to create a separate database to use for training purposes that you can return to, then use the New Database and the Open Database menu options. You can create as many databases as you like, and open them at any time.