Jimmy Kraud
 

The description for the first (pirate) companion says he can train / upgrade units. What are the commands to do this ? It does not seem to be a conversational option so do I need to be somewhere ?

You must first have the correct type of troops, e.g., pirates, in your army. Then just click on his portrait and you'll have the option to train those troops. He'll quote you a price, if you accept, the troops will be upgraded.