Yeah they train at King Edwards Place in Wanborough. You can go and watch if you want. not sure how long you'd last up there though if you shouted what you're thinking though!!
Its got a bit more difficult to watch training, because of an increase in security at KEP.....you could just nip onto the grounds from the Wanborough lane, and so avoid the security place at the main gates by the building.
Now though there is a fence all around it and a general feeling that you're not welcome....understandable in the current climate, but still a pity.