WJ, I guess you read the article on the WIKI about how to get squads to train. Its basically poo.
1. Create enough quivers, and crossbows to equip your squad.
2. Create archery targets for the squad, assign them to the squad once created. Make sure that you set firing direction correctly.
3. Create/buy bolts, create a stockpile, then assign them to a squad.
This part is correct on the WIKI. Assigning them to the ACTIVE schedule is the poo part. All months that year have orders for that squad to train. Logically, this would be the thing. But this is DF, so go figure.
ACTIVE training schedule means that if a month on the yearly schedule has train order, they will give demonstrations, spar,watch demonstrations. If they are all rookies, this will mess you up. If on the otherhand, have no scheduled order that month, if they have no job to do, will go to target practice, if archers, or practice on melee weapons, if in melee squad. Active schedule means will not wait as long for a job to show up, as they will under Inactive schedule.
There is nothing wrong with a training order occasionally on the Active training schedule, get to learn new skills, increase teaching, organizing skills, whatnot. Training orders can also be ordered on the Inactive schedule, if you need your militia to work more, but still learn new skills. The main thing is no scheduled orders a month, under either schedule, a dwarf in its free time will weapon train. And once you use this technique, the will use up bolts at a large rate. If you forget to produce any bolts, they will practice invid combat(weapon train) on no scheduled order months. I have never seen crossbow squads improve hammer dwarf skill doing this, but if you get happy, assign them warhammers also, to train hammer skills for emergency uses.