I hope anyone knows, as history is interesting. Tips about any books that is relevant to the question is also welcome.
Generally speaking, if an SOE agent found themselves in hand to hand combat with the enemy, something had probably gone terribly, terribly wrong. Agents were supposed to avoid open confrontation with the occupying forces - instead their methods were those of subversion and sabotage. When carrying out armed attacks against the Germans, agents were supposed to use stealthy techniques or quick ambushes with overwhelming firepower. Nonetheless, the dangers faced by SOE agents meant that it was necessary for them to learn close combat techniques as part of a comprehensive education in secret warfare provided by SOE training schools. The training for women was not much different from that of men, and they were generally not discriminated against by the training system. Indeed, some of SOE's most famous and successful agents, such as Virginia Hall and Nancy Wake, were women. One agent, Pearl Witherington, ended the war in command of a 2000 strong private army of French resistance fighters.
SOE was given authority from the war office to recruit its agents from all three branches of the armed forces, and the civilian population as well. Female wireless operators were generally recruited from the Women's Auxilary Air Force, although a number were also recruited from the civilian population. A common method of finding French speaking agents was to advertise for a French-speaking secretary or interpreter. The applicant was invited to the bland-sounding Inter Services Bureau. Upon arrival, they were taken into a room where they were interviewed, in French, by an SOE officer, who did not give his name. If they passed the language and initial interview they would be invited back a second time. The requirements were strict - one woman was rejected because her fluent French had a slight Swiss accent. The second interview revealed more about the work which the prospective agent would be involved in. If they were deemed suitable they would be asked back a third time where they would be asked to sign the Official Secrets Act and join SOE. At this point, few refused. While the interview process was going on, extensive background checks would be carried out. After June 1943, agents were instead brought before an assessment board for several days while a series of interviews and checks were carried out.
MRD Foot, one of the leading historians of SOE, compared the interview process and subsequent training as a series of sieves, each with a finer mesh than the one before. Being accepted after interview was no guarantee that a prospective agent would end up parachuted into occupied Europe. Training of agents took place in a number of manor houses across the UK. Each country section had its own training facility. F Section, who operated into France, trained their agents at Wanborough Manor. All the while, agents would be watched and detailed reports written up. For example, the training facilities had a well stocked bar; anyone who let slip details while drunk or who could not hold their drink was swiftly removed from training.
After this stage, agents were sent to Scotland for an intensive 3-4 week course in how to conduct clandestine warfare. They were trained in all kinds of allied and axis weapons, and were expected to be able to strip a weapon in complete darkness. Agents were trained in explosives and demolition techniques, how to build resistance networks and handle agents, how to conduct ambushes and storm a house.
Again, agents would be watched closely for any flaws and issues which might compromise their safety when in the field. Some dropped out as it became clear what exactly they had signed up for. Sometimes as many as a third of agents on the course in Scotland would be told that they would not progress to the next stage of training.
Once the Scottish course had been completed, agents were sent to Beaulieu in the New Forest where they would be taught how to deal with local police forces and collaborationist forces such as the Milice. They would be taught basic fieldcraft and cryptography. At some point during their training they would be hauled out of their bed by soldiers dressed in Gestapo uniforms and subjected to a mock interrogation. While the mock interrogators stopped short of torture, it was not a pleasant experience. Agents who broke down under interrogation were failed. Bedrooms were also wired with concealed microphones to find out a vital security measure - did the agent talk in their sleep in English?
At the very end of their training, agents were given a final exercise. They would be given a specific task to accomplish such as laying mock explosives on a railway junction or stealing a heavy weapon from a military barracks. The police in their target area would be alerted and given a general description of the agents. Arrest during this final training exercise was a real possibility. Once agents had passed this test, they were sent on to other specialist schools such as parachute training or wireless transmitter operation.
Unarmed combat training was developed by a former Shanghai police officer, whose style used a mix of ju-jitsu, karate, and "what he had learned by hard practice on the Shanghai waterfront". There was very limited time for agents to be trained in this combat, and so any moves which required a certain level of technical skill were discarded. Agents were not sent into the field with a black belt in karate.
At the beginning of the course, the instructor would give a short speech about the necessity of unarmed training. The most important part of the speech was the following two paragraphs:
At some time or other, most of you, probably, have been taught at least the rudiments of boxing, under the Queensbury rules. That training was useful because it taught you to think and move quickly and how to hit hard. The Queensbury rules enumerate, under the heading of “fouls”, some good targets which the boxer is not trained to defend.
This, however, is WAR, not sport. Your aim is to kill your opponent as quickly as possible. A prisoner is generally a handicap and a source of danger, particularly if you are without weapons. So forget the Queensbury rules; forget the term “foul methods”. That may sound cruel but it is still more cruel to take longer than necessary to kill your opponent. “Foul methods” so-called, help you to kill quickly. Attack your opponent’s weakest points, therefore. He will attack yours if he gets a chance.
Training manuals emphasised the importance of putting an opponent down fast. Agents were taught to use all parts of their body in combat - knees, feet, head and elbows, and how to escape from holds or fight against multiple opponents. They were taught to get in the first blow and not stop attacking until their enemy was dead - it was emphasised that there was no room for squeamishness.
Having completed unarmed training, agents were taught how to fight with a knife. They were also taught how to quickly and quietly kill sentries, and disarm enemies who were pointing pistols at them or someone else. Both female and male agents underwent these courses.
One male agent, George Langelaan, said of the training:
By the time we finished our training, I would have willingly enough tackled any man, whatever his strength, size or ability. He taught us to face the possibility of a fight without the slightest tremor of apprehension, a state of mind which very few professional boxers ever enjoy and which so often means more than half the battle. Strange as this may seem, it is understandable when a man knows for certain that he can hurt, maul, injure, or even kill with the greatest of ease, and that during every split second of a fight he has not one but a dozen different openings, different possibilities, to choose from. One fear has, since then, however, haunted me: that of getting entangled in a sudden row and of seriously injuring, or even killing, another man before even realising what is happening.
Obviously the above is an idealised version of training. In practice, SOE were short of agents from the start, and so some sections of training were rushed or skipped. Additionally, other agents were allowed to pass training against the recommendation of their trainers and assessors. Sometimes this turned out to be a good thing. Noor Inayat Khan, a wireless operator who was sent into France in 1943, was one such example. Although she was captured and murdered in Dachau, she survived for around four months, which was above average for a wireless operator. She was posthumously awarded the George Cross.
The full training syllabus for SOE agents has been published in How to be a Spy: The World War II SOE Training Manual (2001). Most other books on the SOE or biographies of individual agents will include chapters on their training.