There is no legal requirement for members of an interview panel to receive training, but anyone on a recruitment panels needs at least basic knowledge of the anti-discrimination provisions of the Equality Act 2010.
The recruitment process is one of the most likely places where discrimination can take place in the workplace, and if an unsuccessful candidate challenges your employer in a tribunal then they will need to show that you operated fair procedures.
If you are not offered formal training, you should ask for a briefing on how your organisation ensures that equal opportunities apply to recruitment.