Compuware does indeed have training that is available for QALoad. There are two options - either a customized mentoring type of training against your application with a small number of people (called implementation assurance), or set-piece training using a provided application and set exercises. Currently there are 101 level courses available, but more are being formalized and published all the time
I would suggest contacting your sales representative and asking about it - if they don't know then they will be able to find out easily enough.
I can attest to the effectiveness of the implementation assurance training. Total disclosure requires me to tell you that I am currently a Compuware employee, but before I was with Compuware, the company I was with bought QALoad to do some performance testing against Oracle Apps.
I went through 6 weeks of implementation with the mentor from Compuware, and it was the best money the company spent during the testing phase. I went from zero to totally running the load testing show in those 6 weeks.
If you have the budget, I would highly recommend using that approach, especially if you have a tight schedule that requires something tested and finished in a short period of time.