Multi User Fields and Relationships

You need to have a many to many relationship between Employees and Training Events.

The "middle" join table might be called Employee Training Events.

So One employee has many Employee Training Events
One Training Event has Many Employee Training Events.

That will allow allow you to be sitting on an employee record and easily see all the employee training events they have attended and
Also to be sitting on a training event and see all the employees who attended that event.   

I realize that the data entry for this is a little more difficult than a multi select field. But if you want to contact me off-line I can set you up with a quick way to add employees to a particular training event so they can be added as quick as somebody can click click click.also to be easily looking at a training event and easily see which employees are scheduled to attend or have attended  that event.