If you are interested in protein purification training, finding a course can be a matter of contacting your local university's science department. For example, Rutgers School of Environmental and Biological Sciences offers three- to five-day hands-on tutorials for training.
The training course will likely start off introducing you to the subject, and acclimating you to the chemical and physical properties of proteins. From there you will be engulfed in the extensive process of how to purify enzymes and antibodies.
If you are serious about taking a training course, you should be aware that it will likely depend on the set tuition costs at the university. For example, the training course at Rutgers has a tuition cost of $1,600.