Would make a lot of sense that if you want to go on-duty as a cop you just go to the station and sign on basically at a point.
Being it either a desk, NPC to talk to, a radio, armory to get guns, or a locker.. I don't know but it would make sense.
And simply when you're done you would just sign-off and be off-duty.
Since everything in this game is being saved etc. I would assume that it looks at which rank you are when you login and if you completed training or not.
Or training officers need to remain their own document and check if someone did training or not (on private servers)