As far as training other weapons (you CAN use swords and maces - 1 handed) find a guy in stormwind trade district, he's in the shop the other side of the cart from the auction house door. Woo Ping is his name (I kid u not) he will train you swords and maces 
 
As far as the different type of rogues go: 
Assassination = daggers pretty much 100%, you have skills like backstab and ambush that only work with daggers and can spend points making these skills hit harder
Combat = Good for grinding and can specialise in the 4 weapon types (fist, sword, dagger, mace) if you wish, probably does the best SUSTAINED damage  (burst = hemo or daggers) 
Subtlety = HEMO(ridge) - instead of mashing sinister strike (the purple dagger icon) you have something different. Again this tree suits any of the 4 weapon types. 
Ive been combat and Hemo so far and definitely prefer Hemo 
Theres TONNES of info available out there its hard to anything vaguely WoW-like into google and not hit something useful very quickly 
