I don’t have the BPP kit, but coaching is a form of training ‘on the job’. Your coach will spend time with you demonstrating how the tasks are performed, advising you on how you might do them better snd perhaps identifying your strong points.
Mentoring is not really training. The mentor is like a official friend who helps and guides you, particularly if you are new to the organisation. The help is usually to do with finding out how the organisation works, advice on dealing with colleagues etc. It will not usually be to do with technical issues.