Windows Phone training kit is available for download which includes the training with hands on lab for Mango update. This training kit allows you to learn from basics of development for Windows Phone to the advance development of Windows Phone along with Mango updates.
Windows Phone training kit includes two sets of hands on labs for Windows Phone 7.5 application development. These are packages that support a full offline installation of the labs that are available live online.
Download Windows Phone training kit: Part 1 | Part 2
You will also need Windows Phone SDK for developement. Download Windows Phone SDK 7.1.