marksdwarves are so irritating they diserve their own place in the freakin manual especally since this particular question is asked so often =)
Step one start form scratch, Create barracks(for all) and one archery range per dwarf (works best in squads of 2 or 3)
Step two, create quivers,crossbows,ammo. do NOT use bins, especally for ammo, (Hint: overstock ammo)
Step three, create uniform complete with crossbow
Step Four, assign dwarfs to Military squad with assigned uniform, and assign ammo for the ENTIRE squad, i reccomend 100 bolts PER dwarf.
Step Five , assign the barracks and archery ranges while making sure they're firing from the correct direction, and at least 10 spaces distance (never confirmed minimum distance)
Step Six, Wait. watch. shoot stuff, if they're not shooting stuff, repeat steps 1~5. double check if they're carrying the arrows ect
subtle game reccomendations, only use/pick one type of ammo for everything. assign hunters zero ammo. assign generic arrows/bolts/javelins ect for combat training , have two squads if you want to train. one elite, one using crappy bolts to train with.
in regards to your question Dave, they have quivers right? you didn't mention quivers. try assigning them more generic "bolts" and see if they equip them, it might be a Z-level issue -or- an issue with a quantam-stockpile try a little patch of ammo stockpile near the archery place to see if they desire to pick them up (after changing them to generic bolts)