Always try to embark with a dwarf with basic military skills, plus teaching and organizing.Set him/her as militia commander. Run all recruits through it, equipped with a shield/helmet. At this stage I use a danger room, since shield use is a priority for any soldier. When a migrant with military skills arrive, assign them to either a basic Melee, or Marksdwarf squad, and set them on Active, train a month, off a month. When the recruits have improved, assign them to either marksdwarf(female) or melee(male).
With the military scheduling, have the experienced dwarves train, other off duty to invid train in weapons. You can schedule who is preferred to train with orders.
Then when all current members in the squad are at least novice in their weapon assigned, split them up into separate squads according to weapon skill. They will spar, with at least novice skill in a weapon.
I like a axe squad, and hammer squad as front line troops. Will cross train my marksdwarves in hammer, since I only assign training bolts to them when they get rusty. Equipped with decent armor, can then reassign them to melee squads, if needed. On training months, the crossbow troops get to refresh shield, armor, crossbow, and hammer skills.
If you are going to put clothes on the naked civilians, might as well assign them cheap crossbows, and bolts. In emergencies, use them for fire support. Just leave them inactive, with no training area