What does the training improve?

You can train 6 tings, but "experience" and "talent" can no be improve. 

What do we get training each one?

so, Talent is a set number, it wont change. Obviously your looking for 18/19/20's when thinking about buying a new driver.

Experience cannot be trained, but will go up by 1 after something like 10 races, ive noticed. This may not be exact.

Physical - Health, Stamina, Reflexes, Weight.
(When you get a new driver, maxing your physical is priority number one)
Speed - Fast corners, Slow corners, Wet weather
Attacking - Agression, Overtaking, Bravery, Decisions
Defensive - Decisions, Focus
Technical - Feedback, Work rate
Mental - Charisma, Influence, Anticipation, Feedback, Teamwork, Work rate, Bravery, Focus, Composure

I usually train Physical, Speed, Attacking in that order, and get them to 19 :)
Hope this helps.

But... do you train all of those or you only train a few, ramdom, atributes?