There are two essential trainings that the Rat Terrier should undergo: obedience and socialization. These two forms of training can be the cornerstone to a very docile pet - one with a very gentle temperament but still maintains a fiery spirit.
Undeniably, your Rat Terrier pet can be stubborn or willful at times. It can even be a bit frustrating to teach especially if it suddenly decides to go wandering off instead. Coaxing it gently to sit through training may take a bit of work and a lot of positive reinforcements like food rewards or verbal praise or a few minutes with its favorite toy.
All forms of training works best if you start off your Rat Terrier at an early age. The socialization training is quite easy to do, but it will take a lot of supervision. Socialization means you have to let your Rat Terrier acclimatize itself to the presence of others: like people, children and other animals.
By simply letting the your Rat Terrier grow up with another pet like a cat, another dog or farm animals like goats and sheep, you are encouraging it to become "friendly" to others. A Rat Terrier that does not undergo socialization at an early age shows aggression towards other animals, often chasing after what it perceives as prey.
Despite its petite stature, a Rat Terrier is actually a miniature hunter, and a fearless one at that. It can still bite and inflict a lot of damage. If you have a farm full of animals and you put in one Rat Terrier that is untrained in socialization, chances are your fowls or rabbits (or any animal small enough) will most likely perish unceremoniously.
Socialization is also important to the training of your pet Rat Terrier, especially if you have children in the house. Gradually (and never without your constant supervision), introduce your very young children to your pet, and vice versa. By allowing them "get to know" each other, you are establishing their presence, and yet you should be there if one or the other steps out of bounds like the child hitting the dog with a toy or your pet Rat Terrier nipping playfully at your child's face or feet.
Obedience training can be a whopper. It will be hard enough to convince your pet Rat Terrier to sit through training or follow your commands on a leash. Most obedience training sessions happen outdoors, so be sure that you have at least confined you and your dog to a small space (like your fenced-in backyard, instead of the park.) You wouldn't want to run after your willfully naughty dog in a half-hectare open space - and assuredly, the Rat Terrier can really run.
If you would like to train your dog in obedience training, it would be wise to visit one or two training centers first, just to see first-hand how some instructions go. There are many methods of training from clicker training to verbal praise training, etc. There are also a lot of basic obedience training instructions or commands. You will also see when and when not to give your pet Rat Terrier rewards.