Does the module have any entities? If not, i think it is not shown there.
But this is no problem, if you have setup the module security correct then you are fine!
What you are looking at here is the ‘Module Status’ window and not the Module Security window. The window you are looking at only populates with values that have an ‘Incomplete’ status for either Page, Microflow, Nanoflow, or Entity access.
Your module, TrainingModule, will have a Module Security window that can be found by clicking the ‘Security’ item listed in your Project Explorer UNDER the Training Module heading and right below the Domain Model. I can see it in your screen shot, so just click that and configure away.