Students will be able to choose which skills they would like to work on while in Training mode, however, you can disable this option from your teacher account.
You can either disable the Student skill choice for your whole school from the school settings page here.
Scroll down to Student skill choice and click Change. You will then need to tick the option 'Prevent students choosing skills during school time' and click Save to confirm.
If you would like to only restrict your own class you can:
1) Select Set work at the top
2) Select Live controls
3) You can now use the Yes/No toggle option in the Students' choice box to allow or prevent your students from choosing their own skills during school time.
If you have enabled your students to be able to choose their own skills, they will be able to do so from their student account.
They would need to click on the blue Choose skill panel. They will then be able to use the filters to select which skills they would like to work on. Here is more information.
Before your student can choose their own skills they would first need to complete their diagnostic test. If they have not yet completed their diagnostic test and select Choose skills they will receive this message.