first you are going to need to learn whatever language you plan on coding it in. C++ is the better one, but using Visual Basic is a little easier, with an alost 100% chance at getting banned for using. Same goes for cheat engine, but in cheat engine you just need to know about finding/editing memory.
So go read some X for dummies books on whatever language you want to learn, and by the time you get proficient, you will know how to make trainers. Any other help you need some of the coders here can help then.