The training grounds is part of the tutorial. You play a few games here against some extremely easy AI to teach you the main mechanics of the game. After the tutorial you will advance straight to <Arena 1: Dense Jungle>. Each time you win a game in the training grounds you'll receive 5 <gold>.
This is just the start of your journey!
In the Steel Wars Royale training ground there are several units you will unlock to really strengthen your force. These are guaranteed to give you a starting line-up for your team.