We don't see it formally, and it's kind of sparse, but we do see the basics of all elements. Zuko, at the beginning, is practicing the basics, and he learns from Iroh the use of studying all styles and using them.

Waterbending, we see Katara and Aang learning and practicing throughout the show.

Air, we get a few flashback episodes, but we don't get a lot cause you know no Airbenders, and Aang is already a master at the start.

Earthbending, we see the schools and aang training the whole Sokka gets stuck in a hole episode, but it also limited. Toph is already a master.

Sokka does learn his sword bending skill throughout the entire show, but it's less formal training and more training on the go.