Definitely do. Companies don’t like explaining your rights to you. Even if it’s not in the training materials, you can look up workplace laws where you live. They might be included there.

The better educated you are on things, the harder it makes for them to fire you for it too. Even though the us is at will, they can’t fire you for just any reason. Otherwise you can take them to court and easily win. If it’s something about them firing you because you didn’t put your life at risk, that’s not going to go well for them.