The 'new' Kino (aka the one we are currently following in the story) is indeed trained by "master" in using a weapon. This is covered by the 1st anime movie (after the 2003 version of the series). The origin of the name is also explained in that movie.
I wouldn't spoil anything beyond that as...
@Mothflower
I guess it's one of those things that don't translate smoothly to English. Culturally, his name means "the hour of the ox", which is 3 in the morning. The closest equivalent would be "witching hour" or "devil's hour" but neither sounds as great as Midnight or Twilight as a name. It...
Is Oxenthree the official translation for the name of the former demon king? It just sounds... odd. But I guess translating his name as 3AM or DevilsHour would be even worse huh...