Stand on trainer, click him and a trainer window opens...

enter in command mode:

*train x yy z

x - ID number of crit on your screen... top left is 0, top right 1 and so on. Tip: "#critsort enable" will move trainer onto top if you stand on him.
yy - skill ID number, 2 digit (so, 01, 02 etc.)
z - amount of coin to be spent

Testing done with barb on MA trainer in cob. If you note any differences, please let me know.

00 class train? (possibly), yet to be tested on barb trainer
01 gs
02 ss
03 staff
04 thrown
05 mace
06 bow
07 axe
08 MA
09 thief
10 healer
11 dagger
12 mentalist
13 streetwise
14 longsword
15 polearm
16 climbing