We will be having training for supervisors and hourly employees. Employees have all worked there 40 hour work week are we required to pay them overtime for this training?

1. Training is almost always legally "hours worked" and all hours worked are totaled to determine overtime (if applicable).
2. Not all employees have a legal right to paid overtime. Exempt Salaried employees such as the auto company CEOs for example have no legal expectation of paid overtime. So, if your CEO attends this class, it is probably not paid overtime. Your supervisors may or may not have a legal expectation of paid overtime. "Hourly" is just a payment method. While most hourly employees are indeed Non-Exempt, this is not a legal certainty.
3. To the extent that the employees attending the class have a legal expecation of paid overtime (a.k.a. Non-Exempt), and to the extent that talking the classes increases total hours worked past 40 in the work week, then this time can be considered overtime. Of course, more importantly it is just another hour worked, legally no different from any other hours worked.