The large room in the north west is the training room. You don't need to get in there, though there is something of value you may want (<span class='standouttext'>Spoiler : </span><span class='spoiler'>a summoning doll</span>). You need to talk to the guard to open the door.
Is the green dot for the guard inside the room or very near a wall? If it is in the hallway, alt-tabbing out of the game and then back may get him to appear (alt-tabbing can shift character positions, so can also cause problems).
If the guard is inside the room, you can teleport yourself in to talk to him, or teleport him out.
Teleporting anywhere (via hex editor)You can also to use the technique in the topic
armory trick in act 1 to get into the room. If the guard is not inside the room to talk to, after getting a summoning doll in, you should pause and give him all the packages/boxes before having him enter the BF, so you can use the same trick to get out.
Did you talk to Ankhumar in the central room? If you passed all three tests, he should unlock the southern door to the room with the stairs to the next level.
