In short? No.
Most companies do pay (from retail to other jobs), but...many don't. There is no law about having to pay an employee while training them. Apprenticeships usually don't pay, which is a given. If you're a trainee at McDonald's or the like, you most likely will get paid....if you're learning the ropes of journalism, you probably won't. So, it really comes down to where you're working. It will be discussed - or at least in your paperwork - whether you get paid training or not. If you don't read your contract, that's your own fault.