IF you are going to specify the group to use to limit the values from Task in the value list, you need to add a relationship from Training Event_task to Task or you can define that field in Taining Event and link it to Task. Which is best depends on your layout design and how you need this to function. If you set this up with a field in TrainingEvent, you can select a group for all tasks for which you select a value in the join table. If you set it up with a GroupId field in the join table, you have to specify the group for each record in the join.
Let's assume you want to select a Group in the TrainingEvent table.
Make a new occurrence of Task and link it to TrainingEvent:
TrainingEvent::GroupID = TasksByGroup::GroupID
Set up your value list to list values from TasksByGroup, show only related values starting from TrainingEvent.
If you want to set this up with the GroupID field in the Join, Swap each reference to TrainingEvent in the previous two lines for a reference to the join table.
Forum Tutorial: Custom Value List?
Knowledgebase article: http://help.filemaker.com/app/answers/detail/a_id/5833/kw/conditional%20value%20list