Simple: To build an Academy, you must first build an Armory. You may only begin building the Academy after the Armory finishes.
Moderate: To train a Master Skirmisher, you must first build an Armory and then send a rat there to learn the Skirmisher weapon. After you have built an Academy, you may then send the Skirmisher rat to the Armory again to learn the Master Skirmisher weapon.
Advanced: To build an Onager, you must first build a Workshop, use it to research Siegecraft, then send a rat there to learn the Siegeman skill. You will need to build an Armory followed by an Academy to unlock the Laboratory. At the Laboratory, you must research Torsion. Now you may have the Siegeman rat build an Onager.