I'm not laughing, don't worry.
EV training stands for Effort Value training. Different Pokemon you battle give off different EVs. For example, defeating a Ghastly gives the Pokemon that beat it one Special Attack EV. Raticate gives off two Speed EVs. Four EVs = one stat point. A Pokemon can get a max of 508 EVs, and 252 in each stat. So, if one wanted to raise a special-sweeping Lucario, you would have it battle something like 252 Ghastly's and 126 Raticate's. YOU would then have four EVs left over for one stat point. Battle four Bidoof's to get the last of them in HP, or two Gravelers to get them in Defence. It's really much more complicated then that, but those are the basics.