Are you referring to training under saddle, or general training on the ground?
Because training in general, starts from the day their born, until the day they die.
If we're talking about breaking the pony to saddle, then you will get many varied answers. Standard procedure is to break the horse at around 2 1/2-3 years old, spell it over winter, then start some harder work. But it is really dependant on so many factors.