The difference between "working out" and training
Working out for Exercise is activity for the sake of activity. Working out is a random approach to fitness without any direction toward specific goals; Show up at the gym, do a bunch of work and cross your fingers that results will appear tomorrow.
At any particular moment, training and exercise might look more or less the same. But they're not. When you train, sessions have specific goals relative to the overall goals of a program. The activities, loads, and frequencies you use are vital. You do what you need to do, not just what you want to do.
The difference between working out and training is the outcome. Working out is a great model for those who enjoy doing what feels good for that specific day and time, or those who value the community of a group class. Generally, when working out, there is not a specific end goal or a set plan that outlines how to get from point A to point B. Unlike working out, training provides a specific regimen with a clear plan of action that will lead to a specific end goal.
Have you been doing the same thing week-in and week-out, with no progression in mind? It may be fun, and it may get you some results, but it's not training.
At any particular moment, training and exercise might look more or less the same. But they're not. When you train, sessions have specific goals relative to the overall goals of a program. The activities, loads, and frequencies you use are vital. You do what you need to do, not just what you want to do.