How do I claim expenses when I make purchases for my business as a private individual?

If you are self-employed in a secondary occupation without a company, you are legally one entity and therefore cannot buy anything from yourself. Of course, you can simply record this purchase in your start-up year as an expense incurred before you started, so that it still counts towards your expenses (and therefore reduces your profit). You can also claim this training as an expense necessary to start your secondary occupation, which you did in advance.