I use the platform vendors training materials (lithium) and the community guidelines, moderator guidelines and employee guidelines that we wrote for our community. I also create short training videos about our platform what a community manager or moderator needs to do and how to do it (step by step). I can share some of these docs if you want, but really it's your regular documentation that you should have for your community already.
I also always give new moderators and CM's access to the stage community first and give them a task list of starting new conversation, escalating a support case, banning a user etc...
Hope this helps.