Yes. Some do and some don't, depending on the job requirements and the candidate.
We are a vocational school, which focuses on job placement after completion of skills training, and have quite a few students who have received some temporary agency training. One that's very active in our area specializes in bookkeeping and accounting. They won't turn someone into an accountant but they do offer classes and testing in Excel and QuickBooks, for example.
As part of their assessment test, temporary agencies may offer self-guided brush-up classes to help candidates prepare for a test.
If an employer needs a specialized skill (such as a specific type of equipment) they may engage the temporary agency to apply that training and submit to them the best candidates.