I\'m fairly sure this is still a bug, there are some other threads about it, read those. You should be gaining some progression each time you win a combat, more for tougher creatures, but it may not show up. Trust me, it\'s difficult to run out of progression points before you run out of money when training.
No, if I remember correctly the blue bars in the skills window are not the progression points, they are part of the skills training, which is covered in the guide.
Hope this helps, enjoy...
Xirius