Each player has a training option when you're on their screen. From there you can change their schedules and which position they train.
Alternatively, on the team training screen you can choose to view positional training rather than training progress and change it there.
You
can train a player to be natural (I believe), but it's very difficult. It would take a long time with a young and adaptable player. Acomplished is in most cases the best you can hope for.
Of course, the manual tells you most of that.