The anus is made of 2 ring muscle, one internal, involuntary, that push things inside and we have no control over it. and one extarnal, that push things outside and we can control, this is the muscle we have to train to relax and contract.
One of the most common instrument for Anal Training is the butt plug, design to avoid unintentional move, you don't want to find yourself with an object stuck up your ass. it won't be pleasent.
In BDSM anal training can be use as a form of submission where the slave wear a vibrator with remote control and the master activate it at his own pleasure. Quote