What methods were used to train them? On TV shows like Game of Thrones, it seems like each raven is trained to deliver the message to one specific location. How accurate is this? Any other information regarding this is appreciated as well.
Ravens, to my knowledge, are restricted to Game of Thrones.
I can speak to homing pigeons, however.
It's similar to laying a railroad line in the bird's brain. The bird naturally wants to return to its home roost. You train the bird by always feeding it inside the home roost, then gradually moving out a few miles at a time and letting it fly home.
When you're reasonably sure it can make the trip - 50 miles is a good standard marker - you take the bird to the target location and provide feed there. When the feed runs out, the bird will return home.
When it's time to send a message out, stop feeding at home base and the bird will return to the last known food source - the "end of the line," so to speak. Funeral doves are similar, but there's only one "home" - take them out, release them at the funeral, they head back to the last feeding ground.
Source: Worked with homing pigeons/doves for a while for a guy that released them at funerals.