When the party was sent back to Laguna in the 'fight a dragon that's not Kiros, but actually a dragon' dream, he was using a gunblade. Furthermore, I believe he says "Gunblade, huh? I haven't used one of these since training."

So Galbadian soldiers apparently used to get trained on them, or at least had some experience with them. I say used to because from what we can tell during the party's D-District Prison break, the current generation of Galbadian soldiers have no clue about gunblades. To quote one of the guys that is guarding the weapons when Zell breaks out of the cell to find them - "So this is what a gunblade looks like?"

My best guess from all this is that gunblades once were a common weapon, so if Squall and Seifer wanted to learn how to use it, the material to guide them through it existed. It's just that in their generation, the popularity of the weapon had declined, probably to do with their difficulty to use (something I think that was mentioned early in the game, or perhaps in the manual).