[Zia is magical, let's just leave it at that. And are you sure about that? You look like you're ten.]

Training is to ensure they can stand up to far more powerful Pokémon. The levels are very important; a level five Pokémon can't possibly defeat a level one hundred Pokémon. They can defend themselves from the wild Pokémon, however. The ones in the wild are usually far weaker than trainer-owned Pokémon.