Is it possible to unassign employees from a training?

Plans: HR Starter, HR Professional and HR Enterprise. 

Indeed! You can unassign employees at any time. In the overview, you will see the icon of the person in each training. From the next screen, you can unassign the employees you want.

On the other hand, you will find three dots in each employee's profile within the training. From there you can also unassign employees from training courses.