no le puedo decir usted in espanol, but i'll try in English. 什么just means “what". In this context, the speaker doesn't know the name or kind of the training class, so he uses a "whatchamacallit" kind of word. A better word the speaker should have used is 某. This sentence, if literally translated is, "he only knows to let him join some kind of whatchamacallit training class."