Lord of the Instant Martial Training?

[Jiro]

They're bloodthirsty orcs. They are born with the knowledge of kicking ass.

This. They're bred from orcs and men to be better, it's in their blood.

Saruman states in film that they are part-orc part-goblin. A smurfed up hybrid that took the best of both worlds and then injected some 'roids for good measure. There's a whole lot of uncertainty about their exact origins though.

Also, there is a large period of time between Lurtz being "born" and them actually heading on down to Amon Hen. Training could have easily taken place, plus there's also the whole "bred as war machines" business. If you actually watch how they fight at Amon Hen though, you could argue they don't have any fighting style. I mean Boromir, rest his soul, smurfed up heaps of them while he had arrows in his chest. The only reason they're any good at all is because they're all beefed up and full of rage. RAGE.

Then, of course, at Helm's Deep they fight like real fighters which is easy because they had training. Plus beserkers. ANYWAY.

EDIT: There were half-orcs which came about due to Saruman breeding orcs with the wildmen of Dunland. Probably against their will, yah? But it's possible Saruman repeated this, but with the right mix of herbs and spices to create his Uruk Hai. Apparently he was following a "recipe" Sauron invented, which explains the nastiness and complete inversion of the half-orcs' traits.