DoctorPirx: Ok, I think I can help. The character transfer process is little bit different in every game, which is annoying. Also, it's not always possible to do it in-game. The way GOG configured DOSBox makes it a pretty difficult to achieve a character transfer.

To your questions:

1. Training is only possible in training halls. In some games it costs 1000 gold pieces (=200 platinum pieces) per level. Usually the cities have one training hall, but some haven't and you must backtrack a bit. In POD the first/best location to level up (after the prologue) is Dragonhorn Gap.

2. Identifying and selling loot can be done in every shop (regardless of what they're selling IIRC). Again, you must get "lucky" and happen to be in a town where there are any. In POD, again, the first/best location is Dragonhorn Gap.

3. Character transfer
Firstly, BACKUP your game files!

3.1 POR -> COTAB:
- copy the whole directory (not just the content) \Pool of Radiance\POOLRAD to \Curse of the Azure Bonds\
- Edit the file dosbox_coab_single.config in a text editor by deleting the last line ("exit") from it.
- Edit the short cut "Launch Curse of the Azure Bonds" and delete the parameter "-exit" at the end of the "target" command.
- Launch the game and exit from it.
- type COPYCURS and hit [ENTER]
- navigate (with the cursor keys) to "Pool of Radiance to Curse of the Azure Bonds"
- when asked "Move characters FROM which drive?" select "other"
- default should be C:\POOLRAD. If not enter C:\POOLRAD
- when asked "Move characters TO which drive?" select "other"
- default is C:\CURSE\SAVE. Change that to C:\SAVE
- Done.

3.2 COTAB -> SOTSB
This is the most annoying one.
You cannot transfer your characters when they are "in" a party. You must remove them from your party before trying to export them. This must be done in COTAB's main menu (remove character from party).
Important note: If you've beaten the game and saved & exited it, you can't remove your characters anymore. You must either do it from a previous savegame or right after beating the game BEFORE exiting it.
- launch COTAB and load your save
- remove all characters from party
- exit the game
- copy the whole directory \Curse of the Azure Bonds\SAVE to \Secret of the Silver Blades\
- launch SOTSB
- choose "Add character to party", then "CURSE"
- you should see a list of your COTAB characters; add them
- done

3.3 SOTSB -> POD
This should be the "easiest" one.
- copy the whole directory \Secret of the Silver Blades to \Pools of Darkness
- then rename that directory from "Secret of the Silver Blades" to "SECRET"
- launch POD
- choose "load save game", then "SECRET"
- done

GOG made it unnecessarily difficult mainly because of the long names for the game directories and the addition of the exit command so that the DOSBox window closes right after exiting the game.
However, the procedures described above should work, even if they are a bit convoluted.