Finished the training but cant progress into the maine game it takes me back to the traineing again training but cant
Medal of Honor: Allied Assault War Chest

I remember that bug, but it has been years since I played the game and I don't remember what solved it and allowed me to continue. It was either a reinstall and retry training or like mentioned in this thread, I missed what I needed to click to continue, I can't remember what of these two was what fixed it for me back then, but check this topic: https://www.neoseeker.com/forums/2149/t102027-get-past-training/, especially this suggestion: "I think your are just missing where it says Arzew. Same thing happen to me. Its in the bottom left hand corner."

Weird. I never touched the tutorial in this game. Always went straight to the first mission. Make sure you check all the options in the menu. As it's a bit artistic, you might have missed some clickable stuff.