No, a Jehovah's Witness is not prohibited from training that is literally for self-defense.
The following quote is found on page 28 of Awake! magazine of November 22, 1987
If attacked and unable to flee from his assailant who is determined to inflict injury or death, a Christian may try to ward off the blows or even strike out in defense, perhaps using whatever was at hand to protect himself or others. But his actions would be defensive only. He would not try to kill or punish his attacker but only try to neutralize the attack. If the attacker was to receive a fatal blow, it would be accidental, not intentional.
Generally, Jehovah's Witnesses do not carry lethal weapons for use against humans and do not engage in martial arts. Unless a Christian's behavior degraded to spiritism or wanton violence, it seems unlikely that his involvement in "self-defense" could be considered a serious sin. The congregation might, at most, withhold certain privileges in certain cases such as those addressed by The Watchtower of July 15, 1983.
Anyone who thus continues to carry personal [fire]arms or otherwise equips himself to become “a smiter” would cease to qualify for special privileges in the congregation.