just stick them in the danger room with just their armor on...legendary in 5 minutes
Otherwise, take their weapons away, give them really heavy armor, capture a creature that is hard to kill but can't penetrate the armor(such as a grimeling, my hammerdwarf hit it in the head and broke every bone in its body for over one month without killing it, I needed an axedwarf for that, however the h-dwarf became legendary in a lot of skills, such as dodging, hammering, fighter, shield, some armor and such) and improvise an arena in which that creature attacks yer dwarfs until they become great armor users. Grimelings are easy to capture in cages, can't do much through mithrill armor and incredibly hard to kill, I recommend that.
PS: Keep an axedwarf ready for when your trainees start getting hungry/thirsty/ wounded, or a way to recapture that creature.
Also, basic armor skill can be trained in the library of warfare, which should give your men a head start.
Cheers