+1 to what gvoden said. WSA was specifically design for web-based applications, although I believe it might also process other basic applications like ftp as well. You usually only redirect TCP80/443 to WSA. Some of the things WSA does that FP does not are content caching, ICAP DLP support, and some other web features. FP obviously does IPS, Malware, AVC even for non-80/443 traffic. There was discussion on another thread about someone had performance issue on FP and had to go with WSA. Whether you go with WSA or FP usually comes down to your requirement and existing investment of the product.
In terms of training, unless you are Cisco partner, your best option is probably taking class from Cisco learning partner.