What exactly do the amazons do for training

It would probably be very similar to athletics in Ancient Greece, lots of running (with and without armour and full gear), wrestling/pankration, jumping, spear throwing, disc throwing, archery etc. It's possibly they did come up with more disciplines like swimming and equestrian skills. I also would like to think that through exposure to the outside world the Amazons would discover a plethora of new sports and activities such as rock-climbing, parkour, triathlon, surfing etc.

Cool. They probably do the olympics since that start in anicent greece.

I would assume that they'd practice all sorts of different physical activities ranging from sports to acrobatics to dance to martial arts as well as things like meditation and yoga.