Only one "training manual" type of documents exist and it is dubious in nature from an unqualified author, so it is a difficult questions to answer. For the average Legionnaire and Centurion, most likely no. The Roman Army of Republican times was not really an occupying force and so wouldn't require such training. For the Principate, the army was used for basically public works projects when it wasn't being used for war, almost no aspect was used toward "nation-building" (which is an inappropriate word for the time period). Basically the only counterinsurgency strategy during the time was the violently put down any revolt with brute force, this understanding local traditions for the average soldier was unimportant. However, soldiers did intermingle with and learn the traditions of the local population, many times even adopting local Gods and, worst of all, beginning to wear pants!!! (Which was the epitome of barbarism and un-Roman as hell). Military leaders were political leaders (there was nearly no distinction during the Republic and almost none during the Principate) and so they would study and know the local populations.