Training: Instruction to develop new skills.
There are various resources including:
The exam page https://learn.microsoft.com/en-us/credentials/certifications/security-operations-analyst/ which includes important resources such as the study guide, Learning paths and modules, practice assessment
An instructor-led course https://learn.microsoft.com/en-us/training/courses/sc-200t00 that contains lab environments.
If you want to try your own labs, you will need to deploy your own environment, resources, and licenses. The GitHub repo containing the lab steps and files is here https://github.com/MicrosoftLearning/SC-200T00A-Microsoft-Security-Operations-Analyst
At a minimum you will need a Microsoft 365 E5 trial, but I am not sure what else you might need,