The Training Grounds is a Military building you can build from the Building menu > Military tab. In this building you can train several units that are not available in the Barracks or the Mercenary Camp
Currently available units: Cerberus, Dryad, Banshee, Orc Warrior, Orc Strategist
More units are to be expected in the future, up to a total of 5, 1 of each unit type. The building is available for both Elves and Humans, as well as the units available in the building. Even though the units can only be trained in their respective building, the buildings share the same training queue, with up to a maximum of five training slots.
You can research the technology for unlocking this building quite early, in the second chapter, along with the first unit you can train here, the Cerberus, later then , Dryad, Banshee, Orc Warrior, Orc Strategist
With each upgrade you can incerase the training speed of this building quite significantly.
Training Grounds Overview