The Neural Compute Stick is actually not designed to be used for training. It is an inference acceleration device.
The software development kit that is compatible with the NCS is OpenVINO. After training your model using a third party software, you can use OpenVINO to run inference on the NCS2. See the documentation here: https://docs.openvinotoolkit.org/latest/_docs_IE_DG_Deep_Learning_Inference_Engine_DevGuide.html
Please let me know if you have any further questions!