Praise be to the Lord of the worlds, and may His blessings and peace be upon our Prophet Mohammad.
It's impermissible to torture animals for any reason. Abdullah Ibn Umar reported that Allah's Messenger (PBUH) said: "A woman was punished because she had kept a cat tied until it died, and (as a punishment of this offence) she was thrown into the Hell. She had not provided it with food, or drink, and had not freed her so that she could eat the insects of the earth. [Al-Bukhary].
In addition, the Prophet (PBUH) said (what means):" Verily Allah has prescribed ihsan (proficiency, perfection) in all things".[Muslim]
Moreover, killing an animal for a purpose other than lawful hunting is impermissible, since it was reported that Ibn 'Umar said: "The Messenger of Allah cursed those who take anything that has a soul as a target." [Al-Nissaee].
Al-Imam An-Nawawi said:" Do not take a living animal as a target. The above mentioned Hadith forbids such an act because it is an animal's torture and a waste of its benefit" [Sharih Muslim]
Therefore, it is impermissible to kill animals for training purposes since it involves torture and offence; however, we can use other targets which are set for this kind of training. And Allah knows best.