Training courses are usually more interactive, encouraging communication between participants and the trainer. Workshops, Q & A sessions, practical activities, discussions, demonstrations, and presentations with questions encouraged are usually used in training sessions. This benefits those who learn with a hands-on or questioning approach.
Trainers need to have a more thorough and broad understanding of their topic area, as they need to be able to answer a wide range of questions. They also need to work with the variety of learning styles and experience levels of their students.
Lectures are typically one-way. The lecturer presents information to a larger group, who simply listen (and take notes). Questions are rarely encouraged during the lecture, especially when the lights are dimmed (the lecturers can't see the audience at all then!)
Lecturers are expected to have a narrow but extremely deep understanding of their topic area. They don't typically take into account the different learning styles or experience levels of their students.
As someone who has lectured comp sci classes of over 350 students, and trained computer-illiterate elderly students how to use the internet, I can comfortably say there is no one correct way to teach anything. The best trainers/lecturers/teachers modify their approach and teaching method to suit their students, the material being taught and the situation in which they are required to teach.