Yes, you can certainly say 'football practice'. Your phrases sound fine. 'Train' suggests something more focused and serious that a professional sportsperson might do, especially if they are training for a specific event. If it's simply a regular football session attended by a group of schoolboys, for example, then 'football practice' is a much better expression than 'training'.

When I was a kid growing up we always called it 'football training' or simply just 'training'. I've played football since I was six years old, and it's always been called 'football training'. 'Football practice' is correct, but strikes me as something that would be said more in the USA, although of course there it would be 'soccer practice'.

Those all sound good to me. I should add that "They have football practice" sounds like "They have football practice (at some particular time, usually now)". So, you could say, "They can't come today because they have football practice." But you would not say, "They keep busy with many things. They read, paint, and they have football practice."