While playing Pro Evolution Soccer 2011 ('Become a Legend' mode), under
Personal -> Training I do not see any progress with respect to the skills I chose (in my case, 1-on-1) and the playing role (WF in my case).
Am I supposed to do something?
After selecting the new skill or role you want your Legend to learn you need to assign focus points to it (theres a bar just below the skill). A indicator for how many game weeks this will take to learn should appear next to it.
You may have to compromise focus points from your training in other areas to be able have enough to assign to the new skill training.