There are different challenges when it comes to training cats. Many people may be skeptical of training cats. Their motivations are the same as dogs (if you offer them something they like they will do what you want them too...sometimes.)
Here is the difficulty with cats: short attention spans. It isn't that they don't like training I mean they love getting treats but you only get a short few minutes to work with them until they are off doing something else.
What this means is you have to use the time you have their attention to the fullest.
Cats personalities also range extremely. Some may love the challenge of training others will give you the "you want me to do what?" look. If you want to teach tricks you have to look at what your cat already does and just train them to what they already do. Most circus acts you see involving cats have several cats that do one or two things that are well within most cats abilities.
Teaching a cat to walk on a leash takes patience and letting the cat lead you if you pull on the cat at all most cats will "play dead" you have to let them go at their own pace. The leash is only there to make sure they don't go under a bush where you can't reach them (if they try hold the leash taunt but don't pull wait for them to choose another direction.) Most cats will happily walk once they realize how fun it is outside.
Working with behavioral issues is different because they can be sensitive to things we cannot see (that cat outside the window.) You can't just teach them to sit and stay and solve a problem. You have to experiment and figure out what is going on with your cat.
First make sure there are no medical issues (a urinary infection in a male cat can make them pee outside the box as well as be deadly)
Observe your cat as much as possible when she sees that one cat outside the window she gets really agitated soon after there is pee on your bed.
Changes can affect them new people, new schedules, moved the furniture or a deep clean of the carpets can all affect your cat.
Make sure they have their own space. If there are many cats in the house hold they may need their own litter boxes (even if they have been living fine together for years).
It takes work on your end to find what is going on in your cats mind but once you do you will have a better understanding of your cat and your cat will be happier too.