There are a number of different ways (methods) to train. This depends on the components of fitness the athlete wants to improve.
Weight training develops strength
Fartlek (speed play) training develops a range of components and is used by games players
Continuous training develops cardiovascular fitness
Plyometric training develops speed, coordination and power
Interval training develops strength, speed and muscular endurance
Circuit training is highly adaptable and can develop any component of fitness
Flexibility training develops flexibility