1. Archers need to have a archery target assigned to them to practice, normally on months with no scheduled orders.
2. Melee squads need to have either a armor stand or weapon rack assigned to the squad to train at , Train being the keyword here.
If you assign a marksdwarf squad the Active schedule, by default they
train every month. Guess what happens when you assign them a train order for a month, and the squad has no weapon rack or armor stand assigned for them to train at. THEY STAND AROUND GOOFING OFF. Not their fault, but its the evil overseers. Same problem happens to a crossbow squad. They have no where to go TRAIN at.
Archery targets to shoot at, AS or a WR to train at.
If you did have a crossbow squad with a train order that month(plus a AS or WR assigned also), you will not get any quasi hammer training through sparring with crossbows, just demonstrations of fighting skills, and some archery practice. Now later on, when they get highly skilled at crossbows, it might not hurt to add a hammer/shield to their uniform. Now since they have a real melee weapon, you might see some sparring, helping armor user,weapon, shield and dodge skills.