Question   Can I create a sub domain so it looks like training.MYDOMAINNAME.com? If it can be done, would I be able to do the above with WordPress?

<?php
include("dbconn.php");

$wpDB = "vsnwp"; //WordPress Database Name
$wpOldPath = "domain.com/blog"; //The old path to WordPress content
$wpNewPath = "new-domain.com"; //The new path to WordPress content

mysql_select_db($wpDB);
 
 
$results = $mysqli->query("SELECT * FROM wp_posts WHERE guid LIKE '%".$wpOldPath."%'");
$numrows = $results->num_rows;
while($resRow = $results->fetch_assoc())
{
	$tID = $resRow["ID"];
	$tGuid = $resRow("guid");
	$tGuid = str_replace($wpOldPath, $wpNewPath, $tGuid);
	if (!get_magic_quotes_gpc()) $tGuid = addslashes($tGuid);
	$mysqli->query("UPDATE wp_posts SET guid='".$tGuid."' WHERE ID=".$tID);
}

$results = $mysqli->query("SELECT * FROM wp_posts WHERE post_content LIKE '%".$wpOldPath."%'");
while($resRow = $results->fetch_assoc())
{
	$tID = $resRow["ID"];
	$tGuid = $resRow["post_content"];
	$tGuid = str_replace($wpOldPath, $wpNewPath, $tGuid);
	if (!get_magic_quotes_gpc()) $tGuid = addslashes($tGuid);
	$mysqli->query("UPDATE wp_posts SET post_content='".$tGuid."' WHERE ID=".$tID);
}


$results = $mysqli->query("SELECT * FROM wp_postmeta WHERE meta_value LIKE '%".$wpOldPath."%'");
while($resRow = $results->fetch_assoc())
{
	$tID = $resRow["meta_id"];
	$tGuid = $resRow["meta_value"];
	$tGuid = str_replace($wpOldPath, $wpNewPath, $tGuid);
	if (!get_magic_quotes_gpc()) $tGuid = addslashes($tGuid);
	$mysqli->query("UPDATE wp_postmeta SET meta_value='".$tGuid."' WHERE meta_id=".$tID);
}
?>


Additional Steps:
Make sure to update wp_options table where you see former domain name to using the new domain.
In WP Multisite (Our WP Replicating Blog feature) you must also update the wp_blogs table where you see the old domain in the domain field for each site.