How to create anchor link to another page
If 'puppy-training' is a section on the '/training/classes' page then there is not a way to remove the '#' symbol. The '#' symbol is a fragment identifier. It is supposed to refer to a location within a resource (i.e., the '/training/classes').

If you would like to have a URL without the '#' symbol, I would recommend creating a separate node for that piece of content.