If you ever come face to face with a bad injury, you have to Stop The Bleeding. It is not easy to do. It requires a special person to be a medic. You have to be able to separate out the pain and get the job done.
This video is amazing and scary, but it is good training. You just have to keep packing until the bleeding stops. If you are interested in learning more about first aid I suggest taking a few classes. Having first aid skills will make you valuable in a disaster. Go take a few Emergency Medical Technicians (EMTs) classes. See if you have that special something it takes to be an EMT. You will learn real fast riding an ambulance if it is for you or not.
Obviously there are lots of different types of injuries, but if blood is spraying, you have to Stop the Bleeding first.
If you do seek out more training, you will likely get to practice on one of these Wound Packing Task Trainers. Of course the real thing is going to very different, but this is about as close as you can get without going into a bad neighborhood or a war zone.