If you just want to customize an LLM for your own needs, take a look at custom models in Ollama.
Random article about it: https://medium.com/@sumudithalanz/unlocking-the-power-of-large-language-models-a-guide-to-customization-with-ollama-6c0da1e756d9
If you want to learn to train models from scratch (not LLMs), DataCamp has good courses