Added documentation on private model training

Fixes #951

Proposed Changes

[x] CONTRIBUTING guide has been followed.
[x] PR is based on the current GaNDLF master .
[x] Non-breaking change (does not break existing functionality): provide as many details as possible for any breaking change.
[x] Function/class source code documentation added/updated (ensure typing is used to provide type hints, including and not limited to using Optional if a variable has a pre-defined value).
[x] Code has been blacked for style consistency and linting.
[x] If applicable, version information has been updated in GANDLF/version.py.
[x] If adding a git submodule, add to list of exceptions for black styling in pyproject.toml file.
[x] Usage documentation has been updated, if appropriate.
[x] Tests added or modified to cover the changes; if coverage is reduced, please give explanation.
[x] If customized dependency installation is required (i.e., a separate pip install step is needed for PR to be functional), please ensure it is reflected in all the files that control the CI, namely: python-test.yml, and all docker files [1,2,3].
[x] The logging library is being used and no print statements are left.