Kobolds have [CAN_LEARN] and [MAXAGE:150:170], same as dwarves. Hence, this is my suggestion:
1. First of all, do
not dump any weapons or armour he has. This makes the rest of the process easier.
2. Set the kobold up a cosy arena. Make sure you are able to drop enemies in periodically, and also that the kobold cannot break out. Recaging the kobold and putting in back in would be possible, but troublesome.
3. Drop the smallest enemies you can find in one by one, letting the kobold skill up and hoping that it doesn't get killed.* For best results, use groundhog or fox children; they'll be size 1. Although - and I haven't tested this - it's entirely possible that the kobold and a non-hostile sacrifice will just ignore each other and spend their time trying to escape.**
4. Once your kobold is powerful enough you will be able to sacrifice unruly dwarves or traders to it. A bridge to a trade depot over the arena can be retracted at the appropriate time.
5. Even if you don't have any particular use for a super-powerful kobold, having a world where the creature with the most kills is a kobold with a loincloth and a large copper dagger is pretty badass.
Ideally, the fort could then be ended and worldgen run (I think there's a way to do that, refresh my memory anyone?). See whether the kobold will kill any megabeasts.
*If small enemies (groundhog, fox, cat, rhesus macaque, found in order
here) are for some reason unavailable or they take too long to raise his skills, you can have multiple drop zones of differing heights. Dwarven science results suggest that a 1z drop will never result in injury, while a 10z drop will kill everything (anybody know otherwise)? Though a word of caution: when you drop an elephant in 9z levels, hoping it will fall unconscious and give your kobold wrestling experience, if it falls on another creature (the kobold or even a kitten) it will take
literally zero damage (same with the other creature). Then all you have is a pissed off elephant versus a very small kobold.
**If you provide a single door leading out of the arena and set it to be locked and pet-impassable, creatures
should still attempt to path through it. This might lead to confrontations as they find themselves on the same tile.