"You'll break them."
"Only the breakable ones. You are made of marble.
Natasha Romanoff and madame B.

The girls chosen are put through strenuous daily training including:

Hand to hand combat training, Acrobatics,
Weapons training
Tactical skills.

Occasionally two girls are chosen to violently spar against each other; weakness is not tolerated and the loser is killed by their opponent.

Also I might point out that they watched Disney movies like 'Snow white and the seven dwarves'. But the video is filled with subliminal messages to evoke the girls and slowly brainwashing them. There is a reference to this in Marvel's Agent Carter.

The girls' training also included intense ballet dance lessons, where their instructor ordered them to repeat their routine over and over again, so they can become "unbreakable". The girls got trained in the use of firearms, they would use people as targets for the girls to fire at.