If you're learning a skill that could lead to a specific job, like how to repair cars or how to be a chef, you're getting vocational training. Vocational means "related to a career."
A vocation is a job or career, so something vocational is related to a specific kind of work. There are vocational schools that train people for jobs, which might be what you think of when you read the word vocational, though it could describe anything related to working. Vocational comes from the Latin word vocationem, or "a calling." It originally meant a spiritual calling, but grew to include employment in the 16th century.