Yep. As others have said, to train levels, skills, spells and attribute points (ie your str, con, dex, wis, int and cha) you need to find trainers. Typing train will show you a list of what they are able to train as far as level, spells and skills; typing train stat will show what attribute points he or she is able to train.
Then to train a skill/spell/level: type train X. (ie train level or train dagger).
To train an attribute point type train stat X (ie train stat con or train stat int).
Also, the mentor command is a good way to get advice or training from PCs. Mentors can help you train your level, your skills/spells, explain where to get equipment, where to level, or just to RP with!
Welcome to SK! We love new players. I hope you enjoy the game as much as I do.