The Castle is the town that you start outside of. It's one of the most important towns because it's where the King resides; he's the one who gives all the quests in the game. It consists mostly of guards but does contain a weapon and armor shop. The outer walls can be climbed to escape. There's a trainer on the top floor.
Located on the ground floor. Turn left at the main staircase.
Located on the ground floor. Turn right at the main staircase.
This trainer isn't very useful: