You practice like you practice anything, by doing it. Funny (not funny) story, actually, I went through a period where I just didn't write smut scenes for a few years. Not for any particular reason, just the stories I was writing didn't require them and they'd feel shoehorned in if I put them in there. When I came back to a story and place that felt right to have one, I felt completely out of my depth despite having felt fairly good at them a few years prior, because I'd just got rusty.
Training is a little different, there's lot of books and youtubers who'll help you think about things differently (I often find, you know these things, but sometimes changing your perspective and wording them differently can help). Things like expand your vocabulary, but then learn restraint in using it. One thing I always love is find a random word generator, I like this one, pick up some random words and then write exactly 500 words of a self contained story featuring or inspired by one or more of these random words. It works well for forcing yourself to write a self contained story, how to edit down a story, focus on your choice of words for the most impact and a lot more. It's really helpful.
Another thing I find helps, in general, is to have either the most monotone person you can find, or a text to speech app, read your work. It a, helps you notice typos and b, helps you pick up on the impact of your work. If the tone and emotion can't be picked up when read in monotone then it needs work.
And also, yes, writing a story is practice. Publishing is going on stage or playing the big game. The same way having a practice game at a sport or playing your instrument in your practice is still practice. As a musician, I assume you practice the piece before you go on stage, right? That's what people writing stories in their own time is, especially with things like fanfiction. If we take your idea that writing a story isn't practice for writing a story and instead is going on stage, then you would practice your instrument by simply playing scales or practicing the fingers or reading the score but never doing a run through or attempting anything like what you're going to do one stage in full.