well the thing is, they do nothing on inactive (no job all the time) but start organizing combat training when set to active/training, but sparring is kinda broken.
Edit: my fort just got killed by a goblin ambush because my dwarves couldn't train a proper military. I'm not playing another fort until the military bugs have been squashed.
I'm still running an .08, because I quite like the fort I started up (only year 2[1], but a lot of micromanagement put into it, yet conversley haven't got around to simply copying the savegame and seeing what I need to overcopy in the saveraws) so I can't say how .10 is going, but while trying out something experimental that needed savescumming anyway, I've noticed that a bowgoblin ambush (plus others, that I can handle) always seems to be destined to arrive at about the same time as the Dwarven caravan of the second year, which I've really got no defence against. Starting the fort back at the beginning of the year and rearranging the entryway into my 'compound' (mostly formed of axially raised 1xN bridges for a little extra mechanical effort, but to preserve the sparser-than-I'd like wood stocks) so it isn't directly overlooked by the steep hillside I built into, I can mitigate that a little.
After getting three or four freshly-trapped thieves (yay! that works now!) I know to use the burro(w) (or, perhaps more mnemonically, (w)arren) to get everyone inside, although invariable the liaiaiaiason gets killed and the merchants beat a retreat (except for that one time when the goblin melee force herded them inside my compound to be fired upon by the ranged goblins on the hillside who... there's a planned redesign going on
there, I can tell you...), and then when the ammo appears to be spent the melee military who I've been training for about 12 months seem to do Ok against anyone who cares to come into contact with them.
Anyway, that wasn't the point.
The point was that when I find out who I want as military (no pet/family ties, for causing or being the cause of major unhappiness, in the event; nor anything overly important/undeputisale job-wise; also trying to avoid procrastinators and the like) I get them marked as military, remove all jobs (including, for completeness, all hauling, the two default healthcares and even cleaning, although only hauling seems to interrupt them), assign their squad(s) to the training barracks, and both supply types to a parallel barracks equipped with stockpiles (with first trade and leather industry, then eventually homegrown metal, providing the appropriate garb/shields and weapons), and keep an eye on the nobles screen for the impending appointment.
This gets them individually training. So far I've never (noticed) anyone sparring, but I think I tend to abandon fortresses too early (play them for weeks, my time, but only a year or three, game-time) so I've probably not seen the full gamut of post Arsenal-dwarf behaviour.
But although I was big on crossbows in the last fortress, I've so far not been tempted (beyond the first few abortive tries) to get that running nicely.
But, while writing the above (no idea if it's use to anyone, I've seen plenty of "how to" guides that are probably more accurate and tried-and-tested than my own) I think I've now pursuaded myself to restart this fort under .10 (probably re-regen, if that works, and there's not significant change of PRNG landscape output for a given seed). As long as .11 isn't imminent. Although I haven't been producing the practice-bolts stocks, I could probably accelerate my breeding/trapping/butchery industry in the new run-through. Or use my wood better.
[1] Year 32, absolute, this being a Pocket region where embark starts Spring 31.