The requirements for user training are no different for database systems than for any other type of software. Initial user training can be provided by documentation, classroom instruction, or the computer. And of course these options aren't mutually exclusive.
If you decide to implement computer-based training mechanisms, remember to be clear about both the scope and the audience of the project. Beginning users are primarily interested in what the system does and only secondarily interested in how to do it.
The scope of training aimed at beginning users varies with the complexity of the system and with the budget. Many systems require only an introductory screen or two explaining the system. More complex systems will benefit from more extensive training mechanisms, perhaps a guided tour or even formal computer-based training with exercises and quizzes and what-not.
Intermediate users are primarily interested in how to perform specific tasks, and in many cases task-oriented help can meet their requirements. In fact, the distinction between "help" and "training" is somewhat arbitrary. Complex systems, however, might require the same kind of formal computer-based training implemented for intermediate users as for beginning users.
Whatever the scope of the training you implement, keep the training reasonably separate from the system itself. Users should certainly be able to initiate the training from within the system's user interface, perhaps from an item on the help menu. But the existence of training materials should never interfere with normal use of the system.