They practice with wooden weapon smostly. Heavy bruises and broken bones are the only real accidents that could occur. If there was a death in training the gladiator in question would be punished harshly by Lucious, and probably the Lanista as well as it would mean that he has to buy another slave, and wasted his money on the first he bought. Would be good for strife, but it would have to be purposeful, something like cripplling or breaking the neck or throat.