That's your choice as the owner, and depends on where and how you live. I do not clip my keets wings, because we have 2 cats. And even though we are very, very, very, very, very, careful to keep the cats away from the bird when she's outside the cage, accidents can happen, and with all her feathers Ophie can rescue herself.
For training, in a cage, they usually can't really fly much more than the cage, and mostly hop around. And they can hop with clipped wings, so it won't make much of a difference.
The vet will clip wings, but I'm not sure how much it is. You can also do it yourself, but I wouldn't try that until your bird is trained.