Carrier (Homing) Pigeons can actually be trained. Here in the Philippines, specifically in Manila, there is a culture where people (usually kids) breed pigeons such as these.

We train them by letting them sit it their cages for a few days, typically 5-7 days, and then release them somewhere near the vincintiy. Since they are accustomed to the cage as being a particularly safe place where they can sleep and eat, they will come back to that place. You can then gradually increase the distance on where you release them from. It was common here for people to release pigeons from miles away and sort of race them (which ever pigeons return home faster).

Here's an article I found by a quick google search detailing how they find their way.

Incidentally, the same article was linked from a previous thread with the same question here. The guy details how pigeons are trained pretty much the same way as mine.

hi! you'll find a little section on Carrier Pigeons in this section of the FAQ that includes a few comments on training.

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The key thing to know about these pigeons (also known as homing pigeons) is that they simply fly home. So people get them acclimatized to a place which becomes the pigeon's 'home', then take them somewhere else (say a battlefield); when they release the pigeon with a message, it flies home.