1.Dose training Soldiers still hard as befor... or easier now with some new mechanic.
Training's the same as it was in .31 and later. Make small squads (four is probably the absolute maximum), give them bedrooms nearby, make sure they have waterskins, keep them permanently on duty (ignore the complaints. They're a minor mood hit), maybe keep a food stockpile near the barracks because they're not going to use the dining room. Force them to work on their defensive skills by not giving them weapons, which is something you can get away with if you bring some soldier skills and start training as soon as possible. If you aren't near a tower or at war with a civ, you have roughly two years on average before your first ambush squad.
2.Is it worth it to turn everyone in the fort to a soldier just to make them do something in stead of idle... and in case of emergancy
It's generally worth giving them a crossbow and a wooden shield. Training is nice if you have a spare soldier with good Teaching skill and good fighting skills, but that limits you to training a few dwarves at a time. If you really don't care what a bunch of dwarves are doing you can let them train amongst themselves, but it'll be slow. Better than idling though, if you really want to avoid that.
3.What animal is best to bread for leather, bones, meat, ect for least amt of grass required
Bring turkeys on embark, and then butcher the lot. Pigs are the largest of the domestic non-grazers, but they're a little costly to embark with. Dogs are much cheaper, though not as cheap as turkeys, and though slower to breed than egglayers they don't need any management. If you really want a wool source for emergency mood supplies, sheep are the least hungry of the shearable animals.
4.Is steel worth it if you know you will get the flux stone soon
It's worth building up your iron stores for when you get flux, though if your only other materials are silver or copper you might want to use up some iron on helms and edged weapons. Maybe mail shirts too, those cover a lot of important areas. Bronze is a fine substitute for iron (though a little heavier) if you're starting steel production in the near future.