Most advanced humans on the planet don't want to be directly involved with the whole superhero/supervillain thing. They use their skills and abilities for more mundane purposes. Construction, entertainment, sports, social services, etc, you name it and someone's probably using their powers to do it. 

However some people possess talents or equipment that make them either a target for others or are too powerful to get by without training that goes beyond the basics they might get in school.

Since she's carrying a Class-A superweapon, Evey qualifies as both.

What's training like?

We're gonna find out in the next chapter.