If there is a training level its probably going to be onboard the ship.
I say this because judging from previous Halo games, Bungie have made an effort make the "training" level plausible; testing the shields, getting used to new armour in Halo 2 etc. The only way to have a training mission in new mombassa would be having text based instructions on screen which would cause a lack of immersion, something Bungie have avoided previously.
Actually having said that, I remember a message telling me too crouch by clicking the left stick in Halo:CE. I can't remember what Halo 3 did either.
One other possibility that came to me as I wrote this was maybe you access one of the SI's terminals straight away after landing and he guides you through some kind of training (possibly virtual). However I don't think the SI can talk other than certain pre-recorded messages (Keep It Clean) and so I can't see how this could work really.