I've done bits and bobs of it whilst working for not-for-profits and trying to get grants from government/charitable trusts and foundations. To me, it's similar to writing sales proposals/tender responses - you just need to stick to the criteria and find out what sort of information the funder is seeking. It's been a while, but most funders are explicit about this and/or you can ask for a sample application.

In terms of courses, I've never looked but certainly our local council organises grant writing workshops. I think some of the charitable trusts and foundations do too. No idea if state/federal government do.

What sort of organisation are you thinking of working or LAB?