There are two ways:
1) If you have your own set of words you need, just select it in trainings by clicking on the menu:
Then the trainings will only use the words from the selected set. «Review» and «Leo-sprint» are the only exceptions.
2) Select the words you need in the dictionary and click «Learn words» - the selected words will be sent to all available trainings:
Or you can select the words and send them to specific trainings:
In this case, the selected words will be added to the ones already in these trainings.