-The more your soldiers do something, the better they get at doing it. For example, having them shoot at the ground or random objects will quickly raise their Shooting skill, as well as their Snipe or Burst skill depending on the weapon they are using. This also improves their Familiarity with the weapon (affects accuracy and not damage). The rate at which their skills improves is determined by the character classes. For example, the Sniper class is quickest to improve Shoot skill, followed by the Soldier class, etc.
-Other skills can also be trained by doing things related to it. For instance, Medic is improved by healing others, Engineer is improved by removing traps, setting traps, and picking locks. Hide, Spot and Interrupt are self-explanatory but develop fastest in battles. The Throwing and Melee skills are similar to shooting.