You get them at a higher character level than in wow (though that level can be in either combat or crafting… I have one crafter who has been flying since combat level 10). If you agro a mob on the ground (which is more likely if you have a low combat level), they lose the ability to fly, and (in my experience) they tend to sink as you travel, so you have to constantly keep hitting your space bar to stay in the air (either that or keep your camera at an angle that I, personally, find awkward). Other than those things, it is much like flying in wow.
Edit: Oh, and there is no “flight training” (once you hit the required level, if you have a flying mount, you can just fly, though there is a quest that gives you a flying mount at that level). You can also fly anywhere that flight is enabled. Other than a few zones where no one can, once you can fly, it is always available. EQ2 also has some intermediate mounts that you can get as you level up that jump and glide.