yes, you should have some training. If you angle the needle too much, you may enter a muscle, go through the skin to the opposite side, or stick your own finger. I know that we make it look so simple and it is once you know what you are doing.
The other thing that you also need to take into consideration is that there is normally special instructions /protocol when dealing with certain injection medications. For example Insulin- Insulin needs to be refrigerated and mixed before giving. Very important to Roll the insulin and not shake it.
Giving injectable medication is easy once you know what you are doing but Yes, you should have some training on where to give, how to give, problems to look out for, handling the medications,ect. Your local veterinarian should be able to help you understand how to administer injectable medications along with provide you with handout.